Goldman Sachs Call 140 HEI 19.12..../  DE000GG2C5U1  /

EUWAX
2024-07-04  10:31:29 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.320EUR - -
Bid Size: -
-
Ask Size: -
HEIDELBERG MATERIALS... 140.00 EUR 2025-12-19 Call
 

Master data

WKN: GG2C5U
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-11
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 24.73
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.23
Parity: -4.16
Time value: 0.40
Break-even: 143.98
Moneyness: 0.70
Premium: 0.46
Premium p.a.: 0.30
Spread abs.: 0.07
Spread %: 21.34%
Delta: 0.24
Theta: -0.01
Omega: 5.88
Rho: 0.28
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.23%
1 Month  
+14.29%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.280
1M High / 1M Low: 0.340 0.270
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.302
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -