OverviewChartNewsTraderScreen

Goldman Sachs Call 80 HEI 20.12.2.../  DE000GZ69493  /

Frankfurt Zert./GS
2024-04-30  6:40:43 PM Chg.-0.140 Bid9:59:24 PM Ask9:59:24 PM Underlying Strike price Expiration date Option type
1.750EUR -7.41% 1.740
Bid Size: 5,000		 1.790
Ask Size: 0		 HEIDELBERG MATERIALS... 80.00 - 2024-12-20 Call
 

Master data

WKN: GZ6949
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-12-20
Issue date: 2022-12-30
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.89
Leverage: Yes

Calculated values

Fair value: 1.92
Intrinsic value: 1.64
Implied volatility: 0.25
Historic volatility: 0.22
Parity: 1.64
Time value: 0.33
Break-even: 99.70
Moneyness: 1.21
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.15
Spread %: 8.24%
Delta: 0.87
Theta: -0.02
Omega: 4.27
Rho: 0.41
 

Quote data

Open: 1.890
High: 1.890
Low: 1.750
Previous Close: 1.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.71%
1 Month
  -28.28%
3 Months  
+42.28%
YTD  
+101.15%
1 Year  
+218.18%
3 Years     -
5 Years     -
1W High / 1W Low: 1.890 1.640
1M High / 1M Low: 2.390 1.580
6M High / 6M Low: 2.440 0.350
High (YTD): 2024-03-28 2.440
Low (YTD): 2024-01-04 0.830
52W High: 2024-03-28 2.440
52W Low: 2023-11-06 0.350
Avg. price 1W:   1.754
Avg. volume 1W:   0.000
Avg. price 1M:   1.923
Avg. volume 1M:   0.000
Avg. price 6M:   1.161
Avg. volume 6M:   0.000
Avg. price 1Y:   0.896
Avg. volume 1Y:   43.668
Volatility 1M:   113.64%
Volatility 6M:   102.84%
Volatility 1Y:   113.49%
Volatility 3Y:   -