Goldman Sachs Call 80 HEI 20.09.2024
/ DE000GG128H1
Goldman Sachs Call 80 HEI 20.09.2.../ DE000GG128H1 /
| 2024-05-21 10:58:20 AM |
Chg.-0.03 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.08EUR |
-1.42% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
80.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
GG128H |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
1.83 |
| Time value: |
0.29 |
| Break-even: |
101.20 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.08 |
| Spread %: |
3.92% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
3.96 |
| Rho: |
0.21 |
Quote data
| Open: |
2.08 |
| High: |
2.08 |
| Low: |
2.08 |
| Previous Close: |
2.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.89% |
| 1 Month |
|
|
+38.67% |
| 3 Months |
|
|
+84.07% |
| YTD |
|
|
+170.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.22 |
2.04 |
| 1M High / 1M Low: |
2.28 |
1.43 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-26 |
2.34 |
| Low (YTD): |
2024-01-03 |
0.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
