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

EUWAX
2024-07-04  10:53:42 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.043EUR - -
Bid Size: -		 -
Ask Size: -		 HEIDELBERG MATERIALS... 120.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-12-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 102.52
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.23
Parity: -2.16
Time value: 0.10
Break-even: 120.96
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 1.69
Spread abs.: 0.05
Spread %: 108.70%
Delta: 0.13
Theta: -0.02
Omega: 13.43
Rho: 0.02
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.036
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.69%
1 Month
  -41.10%
3 Months
  -64.17%
YTD  
+34.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.049 0.035
1M High / 1M Low: 0.090 0.035
6M High / 6M Low: 0.230 0.025
High (YTD): 2024-03-26 0.230
Low (YTD): 2024-02-26 0.025
52W High: - -
52W Low: - -
Avg. price 1W:   0.041
Avg. volume 1W:   0.000
Avg. price 1M:   0.062
Avg. volume 1M:   0.000
Avg. price 6M:   0.077
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   253.08%
Volatility 6M:   261.37%
Volatility 1Y:   -
Volatility 3Y:   -