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Goldman Sachs Call 70 HEI 20.12.2.../  DE000GP6BP79  /

EUWAX
2024-08-05  9:17:16 AM Chg.-0.40 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.93EUR -17.17% -
Bid Size: -		 -
Ask Size: -		 HEIDELBERG MATERIALS... 70.00 - 2024-12-20 Call
 

Master data

WKN: GP6BP7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-12-20
Issue date: 2023-06-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.38
Leverage: Yes

Calculated values

Fair value: 2.08
Intrinsic value: 1.97
Implied volatility: 0.72
Historic volatility: 0.23
Parity: 1.97
Time value: 0.68
Break-even: 96.50
Moneyness: 1.28
Premium: 0.08
Premium p.a.: 0.22
Spread abs.: 0.05
Spread %: 1.92%
Delta: 0.79
Theta: -0.05
Omega: 2.68
Rho: 0.17
 

Quote data

Open: 1.93
High: 1.93
Low: 1.93
Previous Close: 2.33
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.74%
1 Month
  -35.45%
3 Months
  -23.11%
YTD  
+26.97%
1 Year  
+38.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.10 2.33
1M High / 1M Low: 3.43 2.33
6M High / 6M Low: 3.43 1.58
High (YTD): 2024-07-22 3.43
Low (YTD): 2024-01-03 1.36
52W High: 2024-07-22 3.43
52W Low: 2023-10-20 0.72
Avg. price 1W:   2.76
Avg. volume 1W:   0.00
Avg. price 1M:   3.11
Avg. volume 1M:   0.00
Avg. price 6M:   2.70
Avg. volume 6M:   0.00
Avg. price 1Y:   1.98
Avg. volume 1Y:   0.00
Volatility 1M:   74.66%
Volatility 6M:   78.68%
Volatility 1Y:   85.88%
Volatility 3Y:   -