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Goldman Sachs Call 80 HEI 21.06.2.../  DE000GX9JYL3  /

EUWAX
2024-06-11  10:39:21 AM Chg.+0.07 Bid5:35:57 PM Ask5:35:57 PM Underlying Strike price Expiration date Option type
1.61EUR +4.55% 1.53
Bid Size: 5,000		 1.60
Ask Size: 5,000		 HEIDELBERG MATERIALS... 80.00 - 2024-06-21 Call
 

Master data

WKN: GX9JYL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-06-21
Issue date: 2022-09-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.83
Leverage: Yes

Calculated values

Fair value: 1.58
Intrinsic value: 1.57
Implied volatility: 0.87
Historic volatility: 0.22
Parity: 1.57
Time value: 0.07
Break-even: 96.40
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.31
Spread abs.: 0.11
Spread %: 7.19%
Delta: 0.91
Theta: -0.12
Omega: 5.29
Rho: 0.02
 

Quote data

Open: 1.61
High: 1.61
Low: 1.61
Previous Close: 1.54
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.52%
1 Month
  -28.76%
3 Months  
+45.05%
YTD  
+147.69%
1 Year  
+203.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.54 1.47
1M High / 1M Low: 2.27 1.47
6M High / 6M Low: 2.27 0.51
High (YTD): 2024-05-13 2.27
Low (YTD): 2024-01-03 0.52
52W High: 2024-05-13 2.27
52W Low: 2023-11-07 0.18
Avg. price 1W:   1.51
Avg. volume 1W:   0.00
Avg. price 1M:   1.83
Avg. volume 1M:   0.00
Avg. price 6M:   1.28
Avg. volume 6M:   0.00
Avg. price 1Y:   0.85
Avg. volume 1Y:   0.00
Volatility 1M:   119.48%
Volatility 6M:   145.62%
Volatility 1Y:   151.56%
Volatility 3Y:   -