Goldman Sachs Call 95 HEI 19.07.2024
/ DE000GG76M76
Goldman Sachs Call 95 HEI 19.07.2.../ DE000GG76M76 /
| 2024-06-14 11:19:06 AM |
Chg.-0.090 |
Bid8:19:42 PM |
Ask8:19:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-16.36% |
0.360
Bid Size: 10,000 |
0.410
Ask Size: 10,000 |
HEIDELBERG MATERIALS... |
95.00 EUR |
2024-07-19 |
Call |
Master data
| WKN: |
GG76M7 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-02 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.23 |
| Parity: |
0.20 |
| Time value: |
0.46 |
| Break-even: |
101.60 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.05 |
| Spread %: |
8.20% |
| Delta: |
0.60 |
| Theta: |
-0.08 |
| Omega: |
8.76 |
| Rho: |
0.05 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.29% |
| 1 Month |
|
|
-39.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.340 |
| 1M High / 1M Low: |
0.780 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.545 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
