Goldman Sachs Put 125 HEI 21.02.2.../  DE000GJ9P3P8  /

EUWAX
1/23/2025  10:28:22 AM Chg.-0.020 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.130EUR -13.33% -
Bid Size: -
-
Ask Size: -
HEIDELBERG MATERIALS... 125.00 EUR 2/21/2025 Put
 

Master data

WKN: GJ9P3P
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Put
Strike price: 125.00 EUR
Maturity: 2/21/2025
Issue date: 1/20/2025
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -69.71
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.24
Parity: -0.89
Time value: 0.19
Break-even: 123.08
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 1.65
Spread abs.: 0.07
Spread %: 57.38%
Delta: -0.23
Theta: -0.07
Omega: -15.98
Rho: -0.03
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -