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Goldman Sachs Call 110 HEI 20.09..../  DE000GG0YHV6  /

EUWAX
6/14/2024  9:21:45 AM Chg.-0.050 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.190EUR -20.83% -
Bid Size: -		 -
Ask Size: -		 HEIDELBERG MATERIALS... 110.00 - 9/20/2024 Call
 

Master data

WKN: GG0YHV
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 9/20/2024
Issue date: 12/13/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 30.99
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.23
Parity: -1.30
Time value: 0.31
Break-even: 113.13
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.77
Spread abs.: 0.05
Spread %: 19.01%
Delta: 0.30
Theta: -0.03
Omega: 9.27
Rho: 0.07
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.76%
1 Month
  -50.00%
3 Months  
+18.75%
YTD  
+206.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.170
1M High / 1M Low: 0.380 0.150
6M High / 6M Low: 0.460 0.050
High (YTD): 3/28/2024 0.460
Low (YTD): 1/3/2024 0.050
52W High: - -
52W Low: - -
Avg. price 1W:   0.196
Avg. volume 1W:   0.000
Avg. price 1M:   0.234
Avg. volume 1M:   0.000
Avg. price 6M:   0.164
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   213.63%
Volatility 6M:   239.71%
Volatility 1Y:   -
Volatility 3Y:   -