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Goldman Sachs Call 70 HEI 20.06.2.../  DE000GQ6FUJ8  /

EUWAX
11/10/2024  14:29:29 Chg.-0.02 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
3.02EUR -0.66% -
Bid Size: -		 -
Ask Size: -		 HEIDELBERG MATERIALS... 70.00 - 20/06/2025 Call
 

Master data

WKN: GQ6FUJ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 20/06/2025
Issue date: 04/10/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.11
Leverage: Yes

Calculated values

Fair value: 2.98
Intrinsic value: 2.80
Implied volatility: 0.40
Historic volatility: 0.23
Parity: 2.80
Time value: 0.35
Break-even: 101.50
Moneyness: 1.40
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.07
Spread %: 2.27%
Delta: 0.89
Theta: -0.02
Omega: 2.78
Rho: 0.39
 

Quote data

Open: 3.05
High: 3.05
Low: 3.02
Previous Close: 3.04
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.72%
1 Month  
+16.15%
3 Months
  -9.58%
YTD  
+79.76%
1 Year  
+114.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.21 2.89
1M High / 1M Low: 3.22 2.60
6M High / 6M Low: 3.58 2.22
High (YTD): 23/07/2024 3.58
Low (YTD): 03/01/2024 1.54
52W High: 23/07/2024 3.58
52W Low: 20/10/2023 0.87
Avg. price 1W:   3.02
Avg. volume 1W:   0.00
Avg. price 1M:   2.98
Avg. volume 1M:   0.00
Avg. price 6M:   2.95
Avg. volume 6M:   0.00
Avg. price 1Y:   2.41
Avg. volume 1Y:   0.00
Volatility 1M:   71.64%
Volatility 6M:   70.45%
Volatility 1Y:   78.25%
Volatility 3Y:   -