Goldman Sachs Call 130 HEI 18.10..../  DE000GJ1H6Y1  /

EUWAX
8/6/2024  10:41:35 AM Chg.-0.005 Bid1:34:55 PM Ask1:34:55 PM Underlying Strike price Expiration date Option type
0.007EUR -41.67% 0.006
Bid Size: 10,000
0.056
Ask Size: 10,000
HEIDELBERG MATERIALS... 130.00 EUR 10/18/2024 Call
 

Master data

WKN: GJ1H6Y
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 130.00 EUR
Maturity: 10/18/2024
Issue date: 7/30/2024
Last trading day: 10/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 142.13
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.23
Parity: -4.19
Time value: 0.06
Break-even: 130.62
Moneyness: 0.68
Premium: 0.48
Premium p.a.: 6.16
Spread abs.: 0.05
Spread %: 416.67%
Delta: 0.07
Theta: -0.02
Omega: 10.22
Rho: 0.01
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.012
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.008
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -