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Goldman Sachs Call 120 HEI 20.09..../  DE000GG12BN5  /

EUWAX
8/9/2024  10:59:59 AM Chg.-0.002 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.003EUR -40.00% -
Bid Size: -		 -
Ask Size: -		 HEIDELBERG MATERIALS... 120.00 - 9/20/2024 Call
 

Master data

WKN: GG12BN
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 9/20/2024
Issue date: 12/15/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 157.43
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.23
Parity: -3.18
Time value: 0.06
Break-even: 120.56
Moneyness: 0.73
Premium: 0.37
Premium p.a.: 14.18
Spread abs.: 0.05
Spread %: 833.33%
Delta: 0.08
Theta: -0.03
Omega: 12.06
Rho: 0.01
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.005
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -62.50%
1 Month
  -95.31%
3 Months
  -96.20%
YTD
  -90.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.005
1M High / 1M Low: 0.064 0.005
6M High / 6M Low: 0.230 0.005
High (YTD): 3/26/2024 0.230
Low (YTD): 8/8/2024 0.005
52W High: - -
52W Low: - -
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   0.076
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   337.42%
Volatility 6M:   295.68%
Volatility 1Y:   -
Volatility 3Y:   -