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Goldman Sachs Call 70 HEI 21.06.2.../  DE000GK7FV10  /

EUWAX
2024-06-19  10:06:42 AM Chg.-0.03 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
2.64EUR -1.12% -
Bid Size: -		 -
Ask Size: -		 HEIDELBERG MATERIALS... 70.00 - 2024-06-21 Call
 

Master data

WKN: GK7FV1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-06-21
Issue date: 2022-07-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.42
Leverage: Yes

Calculated values

Fair value: 2.58
Intrinsic value: 2.58
Implied volatility: 4.27
Historic volatility: 0.23
Parity: 2.58
Time value: 0.22
Break-even: 98.00
Moneyness: 1.37
Premium: 0.02
Premium p.a.: 59.67
Spread abs.: 0.15
Spread %: 5.66%
Delta: 0.88
Theta: -1.56
Omega: 3.00
Rho: 0.00
 

Quote data

Open: 2.64
High: 2.64
Low: 2.64
Previous Close: 2.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.49%
1 Month
  -6.71%
3 Months  
+10.00%
YTD  
+92.70%
1 Year  
+164.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.85 2.60
1M High / 1M Low: 3.01 2.45
6M High / 6M Low: 3.27 1.17
High (YTD): 2024-05-13 3.27
Low (YTD): 2024-01-03 1.17
52W High: 2024-05-13 3.27
52W Low: 2023-10-20 0.48
Avg. price 1W:   2.70
Avg. volume 1W:   0.00
Avg. price 1M:   2.72
Avg. volume 1M:   0.00
Avg. price 6M:   2.23
Avg. volume 6M:   0.00
Avg. price 1Y:   1.55
Avg. volume 1Y:   19.61
Volatility 1M:   74.24%
Volatility 6M:   91.26%
Volatility 1Y:   107.56%
Volatility 3Y:   -