Goldman Sachs Put 50 HEI 20.06.20.../  DE000GP75582  /

EUWAX
2024-09-26  10:47:44 AM Chg.- Bid11:59:40 AM Ask11:59:40 AM Underlying Strike price Expiration date Option type
0.036EUR - 0.039
Bid Size: 10,000
0.089
Ask Size: 2,000
HEIDELBERG MATERIALS... 50.00 - 2025-06-20 Put
 

Master data

WKN: GP7558
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 2025-06-20
Issue date: 2023-06-28
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -90.59
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.23
Parity: -5.06
Time value: 0.11
Break-even: 48.89
Moneyness: 0.50
Premium: 0.51
Premium p.a.: 0.77
Spread abs.: 0.07
Spread %: 170.73%
Delta: -0.04
Theta: -0.01
Omega: -4.02
Rho: -0.04
 

Quote data

Open: 0.036
High: 0.036
Low: 0.036
Previous Close: 0.037
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.70%
1 Month
  -21.74%
3 Months
  -55.00%
YTD
  -77.50%
1 Year
  -85.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.039 0.036
1M High / 1M Low: 0.050 0.036
6M High / 6M Low: 0.120 0.036
High (YTD): 2024-01-03 0.190
Low (YTD): 2024-09-26 0.036
52W High: 2023-10-20 0.360
52W Low: 2024-09-26 0.036
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   0.074
Avg. volume 6M:   0.000
Avg. price 1Y:   0.130
Avg. volume 1Y:   0.000
Volatility 1M:   81.18%
Volatility 6M:   128.20%
Volatility 1Y:   115.26%
Volatility 3Y:   -