Goldman Sachs Call 170 HEI 21.02..../  DE000GJ835P1  /

EUWAX
1/23/2025  9:20:30 AM Chg.0.000 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.020EUR 0.00% -
Bid Size: -
-
Ask Size: -
HEIDELBERG MATERIALS... 170.00 EUR 2/21/2025 Call
 

Master data

WKN: GJ835P
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 170.00 EUR
Maturity: 2/21/2025
Issue date: 12/10/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 107.94
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.24
Parity: -3.62
Time value: 0.12
Break-even: 171.24
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 21.21
Spread abs.: 0.10
Spread %: 439.13%
Delta: 0.11
Theta: -0.08
Omega: 12.20
Rho: 0.01
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -13.04%
3 Months     -
YTD
  -9.09%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.022 0.020
1M High / 1M Low: 0.023 0.020
6M High / 6M Low: - -
High (YTD): 1/10/2025 0.023
Low (YTD): 1/22/2025 0.020
52W High: - -
52W Low: - -
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   46.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -