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Goldman Sachs Call 50 HEI 20.12.2.../  DE000GZ66Z39  /

EUWAX
2024-06-04  9:45:17 AM Chg.-0.30 Bid2:38:49 PM Ask2:38:49 PM Underlying Strike price Expiration date Option type
4.65EUR -6.06% 4.65
Bid Size: 20,000		 4.67
Ask Size: 20,000		 HEIDELBERG MATERIALS... 50.00 - 2024-12-20 Call
 

Master data

WKN: GZ66Z3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-12-20
Issue date: 2022-12-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.00
Leverage: Yes

Calculated values

Fair value: 4.69
Intrinsic value: 4.59
Implied volatility: 0.63
Historic volatility: 0.22
Parity: 4.59
Time value: 0.20
Break-even: 97.90
Moneyness: 1.92
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.07
Spread %: 1.48%
Delta: 0.95
Theta: -0.02
Omega: 1.91
Rho: 0.24
 

Quote data

Open: 4.65
High: 4.65
Low: 4.65
Previous Close: 4.95
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.06%
1 Month  
+4.49%
3 Months  
+14.25%
YTD  
+43.52%
1 Year  
+97.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.95 4.81
1M High / 1M Low: 5.29 4.59
6M High / 6M Low: 5.29 2.70
High (YTD): 2024-05-13 5.29
Low (YTD): 2024-01-03 3.03
52W High: 2024-05-13 5.29
52W Low: 2023-10-20 1.94
Avg. price 1W:   4.89
Avg. volume 1W:   0.00
Avg. price 1M:   4.97
Avg. volume 1M:   0.00
Avg. price 6M:   4.05
Avg. volume 6M:   0.00
Avg. price 1Y:   3.28
Avg. volume 1Y:   0.00
Volatility 1M:   52.75%
Volatility 6M:   49.47%
Volatility 1Y:   55.36%
Volatility 3Y:   -