Goldman Sachs Call 150 HEI 20.09..../  DE000GG46CF7  /

EUWAX
7/12/2024  9:48:14 AM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.007EUR 0.00% -
Bid Size: -
-
Ask Size: -
HEIDELBERG MATERIALS... 150.00 EUR 9/20/2024 Call
 

Master data

WKN: GG46CF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 150.00 EUR
Maturity: 9/20/2024
Issue date: 2/26/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 129.56
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.22
Parity: -5.02
Time value: 0.08
Break-even: 150.77
Moneyness: 0.67
Premium: 0.51
Premium p.a.: 7.61
Spread abs.: 0.07
Spread %: 1,000.00%
Delta: 0.07
Theta: -0.03
Omega: 9.65
Rho: 0.01
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.007
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.00%
1 Month
  -41.67%
3 Months
  -70.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.008 0.007
1M High / 1M Low: 0.017 0.005
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   373.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -