Goldman Sachs Put 70 HEI 20.06.20.../  DE000GG3S540  /

EUWAX
2024-07-26  10:48:52 AM Chg.+0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.200EUR +5.26% -
Bid Size: -
-
Ask Size: -
HEIDELBERG MATERIALS... 70.00 EUR 2025-06-20 Put
 

Master data

WKN: GG3S54
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Put
Strike price: 70.00 EUR
Maturity: 2025-06-20
Issue date: 2024-02-16
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -36.56
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.22
Parity: -2.98
Time value: 0.27
Break-even: 67.27
Moneyness: 0.70
Premium: 0.33
Premium p.a.: 0.37
Spread abs.: 0.07
Spread %: 34.48%
Delta: -0.12
Theta: -0.01
Omega: -4.33
Rho: -0.13
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month
  -20.00%
3 Months
  -44.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.160
1M High / 1M Low: 0.260 0.160
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.195
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -