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

EUWAX
2024-04-30  11:02:02 AM Chg.+0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.270EUR +8.00% -
Bid Size: -
-
Ask Size: -
HEIDELBERG MATERIALS... 60.00 EUR 2025-12-19 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: 2025-12-19
Issue date: 2024-01-03
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -24.27
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.22
Parity: -3.46
Time value: 0.39
Break-even: 56.10
Moneyness: 0.63
Premium: 0.41
Premium p.a.: 0.23
Spread abs.: 0.10
Spread %: 34.48%
Delta: -0.11
Theta: -0.01
Omega: -2.79
Rho: -0.24
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.90%
1 Month  
+12.50%
3 Months
  -22.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.290 0.250
1M High / 1M Low: 0.310 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.273
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -