Goldman Sachs Call 80 HEI 20.09.2024
/ DE000GG128H1
Goldman Sachs Call 80 HEI 20.09.2.../ DE000GG128H1 /
| 14/06/2024 10:15:00 |
Chg.-0.17 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.86EUR |
-8.37% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
80.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
15/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.23 |
| Parity: |
1.53 |
| Time value: |
0.42 |
| Break-even: |
99.50 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
2.63% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
3.87 |
| Rho: |
0.15 |
Quote data
| Open: |
1.86 |
| High: |
1.86 |
| Low: |
1.86 |
| Previous Close: |
2.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.41% |
| 1 Month |
|
|
-16.22% |
| 3 Months |
|
|
+22.37% |
| YTD |
|
|
+141.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.74 |
| 1M High / 1M Low: |
2.22 |
1.66 |
| 6M High / 6M Low: |
2.34 |
0.64 |
| High (YTD): |
26/03/2024 |
2.34 |
| Low (YTD): |
03/01/2024 |
0.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.18% |
| Volatility 6M: |
|
120.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
