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Goldman Sachs Call 80 HEI 20.12.2.../  DE000GZ69493  /

Frankfurt Zert./GS
2024-04-30  6:40:43 PM Chg.-0.140 Bid9:59:24 PM Ask9:59:24 PM Underlying Strike price Expiration date Option type
1.750EUR -7.41% -
Bid Size: -		 -
Ask Size: -		 HEIDELBERG MATERIALS... 80.00 - 2024-12-20 Call
 

Master data

WKN: GZ6949
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-12-20
Issue date: 2022-12-30
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.47
Leverage: Yes

Calculated values

Fair value: 1.92
Intrinsic value: 1.70
Implied volatility: 0.39
Historic volatility: 0.23
Parity: 1.70
Time value: 0.47
Break-even: 101.70
Moneyness: 1.21
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.05
Spread %: 2.36%
Delta: 0.81
Theta: -0.03
Omega: 3.64
Rho: 0.30
 

Quote data

Open: 1.890
High: 1.890
Low: 1.750
Previous Close: 1.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+6.06%
YTD  
+101.15%
1 Year  
+121.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 2.440 0.830
High (YTD): 2024-03-28 2.440
Low (YTD): 2024-01-04 0.830
52W High: 2024-03-28 2.440
52W Low: 2023-11-06 0.350
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   1.432
Avg. volume 6M:   0.000
Avg. price 1Y:   0.943
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   89.43%
Volatility 1Y:   116.27%
Volatility 3Y:   -