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

EUWAX
2024-05-21  9:44:44 AM Chg.+0.03 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
5.02EUR +0.60% -
Bid Size: -		 -
Ask Size: -		 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: 1.94
Leverage: Yes

Calculated values

Fair value: 4.94
Intrinsic value: 4.83
Implied volatility: 0.65
Historic volatility: 0.23
Parity: 4.83
Time value: 0.23
Break-even: 100.60
Moneyness: 1.97
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.11
Spread %: 2.22%
Delta: 0.95
Theta: -0.02
Omega: 1.85
Rho: 0.25
 

Quote data

Open: 5.02
High: 5.02
Low: 5.02
Previous Close: 4.99
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.83%
1 Month  
+18.12%
3 Months  
+32.80%
YTD  
+54.94%
1 Year  
+106.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.22 4.88
1M High / 1M Low: 5.29 4.25
6M High / 6M Low: 5.29 2.41
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:   5.06
Avg. volume 1W:   0.00
Avg. price 1M:   4.74
Avg. volume 1M:   0.00
Avg. price 6M:   3.89
Avg. volume 6M:   0.00
Avg. price 1Y:   3.18
Avg. volume 1Y:   0.00
Volatility 1M:   51.24%
Volatility 6M:   49.46%
Volatility 1Y:   55.96%
Volatility 3Y:   -