Goldman Sachs Call 120 HEI 20.09.2024
/ DE000GG12BN5
Goldman Sachs Call 120 HEI 20.09..../ DE000GG12BN5 /
| 14/06/2024 10:15:05 |
Chg.-0.013 |
Bid14:28:24 |
Ask14:28:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.077EUR |
-14.44% |
0.077
Bid Size: 30,000 |
0.097
Ask Size: 30,000 |
HEIDELBERG MATERIALS... |
120.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
GG12BN |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
15/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
60.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.23 |
| Parity: |
-2.30 |
| Time value: |
0.16 |
| Break-even: |
121.61 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
1.32 |
| Spread abs.: |
0.05 |
| Spread %: |
45.05% |
| Delta: |
0.17 |
| Theta: |
-0.03 |
| Omega: |
10.41 |
| Rho: |
0.04 |
Quote data
| Open: |
0.077 |
| High: |
0.077 |
| Low: |
0.077 |
| Previous Close: |
0.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.24% |
| 1 Month |
|
|
-54.71% |
| 3 Months |
|
|
+5.48% |
| YTD |
|
|
+140.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.068 |
| 1M High / 1M Low: |
0.180 |
0.059 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
26/03/2024 |
0.230 |
| Low (YTD): |
26/02/2024 |
0.025 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
