Goldman Sachs Call 85 HEI 21.06.2024
/ DE000GG4XCE7
Goldman Sachs Call 85 HEI 21.06.2.../ DE000GG4XCE7 /
| 2024-06-11 11:13:25 AM |
Chg.+0.08 |
Bid5:54:02 PM |
Ask5:54:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
+7.69% |
1.04
Bid Size: 5,000 |
1.11
Ask Size: 5,000 |
HEIDELBERG MATERIALS... |
85.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
GG4XCE |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.22 |
| Parity: |
1.07 |
| Time value: |
0.10 |
| Break-even: |
96.70 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.09 |
| Spread %: |
8.33% |
| Delta: |
0.85 |
| Theta: |
-0.14 |
| Omega: |
6.97 |
| Rho: |
0.02 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.89% |
| 1 Month |
|
|
-34.88% |
| 3 Months |
|
|
+53.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.04 |
0.95 |
| 1M High / 1M Low: |
1.75 |
0.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
