Goldman Sachs Put 60 HEI 19.12.20.../  DE000GG1NFC1  /

EUWAX
6/14/2024  10:41:50 AM Chg.+0.020 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.230EUR +9.52% -
Bid Size: -
-
Ask Size: -
HEIDELBERG MATERIALS... 60.00 EUR 12/19/2025 Put
 

Master data

WKN: GG1NFC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Put
Strike price: 60.00 EUR
Maturity: 12/19/2025
Issue date: 1/3/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -33.33
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.23
Parity: -3.70
Time value: 0.29
Break-even: 57.09
Moneyness: 0.62
Premium: 0.41
Premium p.a.: 0.26
Spread abs.: 0.09
Spread %: 42.65%
Delta: -0.10
Theta: -0.01
Omega: -3.25
Rho: -0.19
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -17.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.210
1M High / 1M Low: 0.240 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.220
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   71.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -