Goldman Sachs Put 110 HEI 20.12.2024
/ DE000GG5ZQW1
Goldman Sachs Put 110 HEI 20.12.2.../ DE000GG5ZQW1 /
| 2024-06-03 10:45:59 AM |
Chg.-0.07 |
Bid1:30:47 PM |
Ask1:30:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
-4.67% |
1.47
Bid Size: 20,000 |
1.49
Ask Size: 20,000 |
HEIDELBERG MATERIALS... |
110.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
GG5ZQW |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
1.43 |
| Time value: |
0.21 |
| Break-even: |
93.60 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
3.14% |
| Delta: |
-0.66 |
| Theta: |
-0.01 |
| Omega: |
-3.85 |
| Rho: |
-0.44 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.72% |
| 1 Month |
|
|
-25.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.34 |
| 1M High / 1M Low: |
1.91 |
1.34 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
