Goldman Sachs Put 14 CLN 19.07.20.../  DE000GG7VNJ0  /

EUWAX
2024-06-20  10:57:21 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.043EUR - -
Bid Size: -
-
Ask Size: -
CLARIANT N 14.00 CHF 2024-07-19 Put
 

Master data

WKN: GG7VNJ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CLARIANT N
Type: Warrant
Option type: Put
Strike price: 14.00 CHF
Maturity: 2024-07-19
Issue date: 2024-05-10
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -24.97
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.02
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 0.02
Time value: 0.04
Break-even: 14.09
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 13.73%
Delta: -0.53
Theta: -0.01
Omega: -13.28
Rho: -0.01
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.052
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.24%
1 Month  
+13.16%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.081 0.043
1M High / 1M Low: 0.081 0.026
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.056
Avg. volume 1W:   0.000
Avg. price 1M:   0.043
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   340.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -