Goldman Sachs Call 80 HEI 19.12.2025
/ DE000GG1NFX7
Goldman Sachs Call 80 HEI 19.12.2.../ DE000GG1NFX7 /
| 12/11/2024 15:33:03 |
Chg.-0.16 |
Bid15:43:59 |
Ask15:43:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.16EUR |
-3.70% |
4.15
Bid Size: 20,000 |
4.18
Ask Size: 20,000 |
HEIDELBERG MATERIALS... |
80.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
GG1NFX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
03/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.41 |
| Intrinsic value: |
4.11 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
4.11 |
| Time value: |
0.32 |
| Break-even: |
124.30 |
| Moneyness: |
1.51 |
| Premium: |
0.03 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.52 |
| Spread %: |
13.30% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
2.63 |
| Rho: |
0.80 |
Quote data
| Open: |
4.16 |
| High: |
4.16 |
| Low: |
4.16 |
| Previous Close: |
4.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.52% |
| 1 Month |
|
|
+80.09% |
| 3 Months |
|
|
+152.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.32 |
2.82 |
| 1M High / 1M Low: |
4.32 |
2.16 |
| 6M High / 6M Low: |
4.32 |
1.65 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.39% |
| Volatility 6M: |
|
80.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
