Goldman Sachs Call 150 HEI 19.12..../  DE000GG8EF75  /

EUWAX
2024-06-14  9:12:01 AM Chg.+0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.250EUR +4.17% -
Bid Size: -
-
Ask Size: -
HEIDELBERG MATERIALS... 150.00 EUR 2025-12-19 Call
 

Master data

WKN: GG8EF7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 150.00 EUR
Maturity: 2025-12-19
Issue date: 2024-05-22
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 30.05
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -5.47
Time value: 0.32
Break-even: 153.17
Moneyness: 0.64
Premium: 0.61
Premium p.a.: 0.37
Spread abs.: 0.07
Spread %: 28.34%
Delta: 0.19
Theta: -0.01
Omega: 5.71
Rho: 0.23
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.200
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -