Goldman Sachs Put 50 HEI 20.12.2024
/ DE000GG12FF2
Goldman Sachs Put 50 HEI 20.12.20.../ DE000GG12FF2 /
2024-06-11 10:54:24 AM |
Chg.+0.001 |
Bid12:06:58 PM |
Ask12:06:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.031EUR |
+3.33% |
0.032 Bid Size: 20,000 |
0.052 Ask Size: 20,000 |
HEIDELBERG MATERIALS... |
50.00 - |
2024-12-20 |
Put |
Master data
WKN: |
GG12FF |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
HEIDELBERG MATERIALS O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-15 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-97.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.63 |
Historic volatility: |
0.22 |
Parity: |
-4.57 |
Time value: |
0.10 |
Break-even: |
49.02 |
Moneyness: |
0.52 |
Premium: |
0.49 |
Premium p.a.: |
1.13 |
Spread abs.: |
0.07 |
Spread %: |
250.00% |
Delta: |
-0.05 |
Theta: |
-0.01 |
Omega: |
-4.43 |
Rho: |
-0.03 |
Quote data
Open: |
0.031 |
High: |
0.031 |
Low: |
0.031 |
Previous Close: |
0.030 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.82% |
1 Month |
|
|
-11.43% |
3 Months |
|
|
-38.00% |
YTD |
|
|
-65.56% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.034 |
0.029 |
1M High / 1M Low: |
0.040 |
0.024 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-05 |
0.100 |
Low (YTD): |
2024-05-28 |
0.024 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.030 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.031 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
139.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |