Goldman Sachs Call 60 HEI 20.09.2024
/ DE000GQ82U19
Goldman Sachs Call 60 HEI 20.09.2.../ DE000GQ82U19 /
| 2024-07-04 10:54:05 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.82EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
60.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
GQ82U1 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.92 |
| Intrinsic value: |
3.88 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.23 |
| Parity: |
3.88 |
| Time value: |
0.13 |
| Break-even: |
100.10 |
| Moneyness: |
1.65 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.22 |
| Spread %: |
5.80% |
| Delta: |
0.95 |
| Theta: |
-0.03 |
| Omega: |
2.34 |
| Rho: |
0.11 |
Quote data
| Open: |
3.82 |
| High: |
3.82 |
| Low: |
3.82 |
| Previous Close: |
3.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.33% |
| 1 Month |
|
|
+7.30% |
| 3 Months |
|
|
+2.41% |
| YTD |
|
|
+66.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.84 |
3.58 |
| 1M High / 1M Low: |
3.94 |
3.51 |
| 6M High / 6M Low: |
4.26 |
2.15 |
| High (YTD): |
2024-05-13 |
4.26 |
| Low (YTD): |
2024-01-03 |
2.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.71% |
| Volatility 6M: |
|
65.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
