Goldman Sachs Call 160 HEI 20.12..../  DE000GG5P6P1  /

EUWAX
2024-05-28  12:54:42 PM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.036EUR 0.00% -
Bid Size: -
-
Ask Size: -
HEIDELBERG MATERIALS... 160.00 EUR 2024-12-20 Call
 

Master data

WKN: GG5P6P
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 160.00 EUR
Maturity: 2024-12-20
Issue date: 2024-03-25
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 93.29
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.23
Parity: -6.02
Time value: 0.11
Break-even: 161.07
Moneyness: 0.62
Premium: 0.61
Premium p.a.: 1.33
Spread abs.: 0.07
Spread %: 189.19%
Delta: 0.09
Theta: -0.01
Omega: 8.15
Rho: 0.04
 

Quote data

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

Performance

1 Week
  -33.33%
1 Month  
+38.46%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.036
1M High / 1M Low: 0.067 0.023
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.041
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   500.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -