Goldman Sachs Call 120 HEN3 19.12.../  DE000GG1N7R1  /

EUWAX
12/06/2024  09:36:41 Chg.- Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.140EUR - -
Bid Size: -
-
Ask Size: -
HENKEL AG+CO.KGAA VZ... 120.00 - 19/12/2025 Call
 

Master data

WKN: GG1N7R
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 19/12/2025
Issue date: 03/01/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 42.88
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.16
Parity: -3.51
Time value: 0.20
Break-even: 121.98
Moneyness: 0.71
Premium: 0.44
Premium p.a.: 0.27
Spread abs.: 0.07
Spread %: 54.69%
Delta: 0.18
Theta: -0.01
Omega: 7.62
Rho: 0.20
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month  
+75.00%
3 Months  
+366.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.140 0.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -