Goldman Sachs Call 50 HEI 20.12.2024
/ DE000GZ66Z39
Goldman Sachs Call 50 HEI 20.12.2.../ DE000GZ66Z39 /
04/06/2024 09:45:17 |
Chg.-0.30 |
Bid11:51:35 |
Ask11:51:35 |
Underlying |
Strike price |
Expiration date |
Option type |
4.65EUR |
-6.06% |
4.58 Bid Size: 20,000 |
4.60 Ask Size: 20,000 |
HEIDELBERG MATERIALS... |
50.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
29/12/2022 |
Last trading day: |
19/12/2024 |
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): |
13/05/2024 |
5.29 |
Low (YTD): |
03/01/2024 |
3.03 |
52W High: |
13/05/2024 |
5.29 |
52W Low: |
20/10/2023 |
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: |
|
- |