Goldman Sachs Call 100 HEI 21.06.2024
/ DE000GG221E1
Goldman Sachs Call 100 HEI 21.06..../ DE000GG221E1 /
| 2024-06-11 10:58:16 AM |
Chg.0.000 |
Bid5:14:58 PM |
Ask5:14:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.031EUR |
0.00% |
0.030
Bid Size: 30,000 |
0.050
Ask Size: 30,000 |
HEIDELBERG MATERIALS... |
100.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
GG221E |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
88.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.22 |
| Parity: |
-0.43 |
| Time value: |
0.11 |
| Break-even: |
101.08 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
6.42 |
| Spread abs.: |
0.07 |
| Spread %: |
217.65% |
| Delta: |
0.28 |
| Theta: |
-0.11 |
| Omega: |
24.47 |
| Rho: |
0.01 |
Quote data
| Open: |
0.031 |
| High: |
0.031 |
| Low: |
0.031 |
| Previous Close: |
0.031 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.19% |
| 1 Month |
|
|
-90.88% |
| 3 Months |
|
|
-69.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.042 |
0.028 |
| 1M High / 1M Low: |
0.370 |
0.028 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.037 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.168 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
431.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
