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

Frankfurt Zert./GS
4/30/2024  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 - 12/20/2024 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: 12/20/2024
Issue date: 12/30/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.24
Leverage: Yes

Calculated values

Fair value: 2.07
Intrinsic value: 1.83
Implied volatility: 0.38
Historic volatility: 0.23
Parity: 1.83
Time value: 0.49
Break-even: 103.20
Moneyness: 1.23
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.08
Spread %: 3.57%
Delta: 0.82
Theta: -0.02
Omega: 3.49
Rho: 0.34
 

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  
+4.17%
3 Months  
+41.13%
YTD  
+101.15%
1 Year  
+165.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.890 1.580
6M High / 6M Low: 2.440 0.520
High (YTD): 3/28/2024 2.440
Low (YTD): 1/4/2024 0.830
52W High: 3/28/2024 2.440
52W Low: 11/6/2023 0.350
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.729
Avg. volume 1M:   0.000
Avg. price 6M:   1.285
Avg. volume 6M:   0.000
Avg. price 1Y:   0.919
Avg. volume 1Y:   46.296
Volatility 1M:   87.91%
Volatility 6M:   88.38%
Volatility 1Y:   115.53%
Volatility 3Y:   -