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Goldman Sachs Call 10 CRIN 20.12..../  DE000GZ66Z54  /

EUWAX
6/3/2024  11:33:19 AM Chg.+0.42 Bid3:24:15 PM Ask3:24:15 PM Underlying Strike price Expiration date Option type
27.24EUR +1.57% 27.20
Bid Size: 5,000		 27.27
Ask Size: 5,000		 UNICREDIT 10.00 - 12/20/2024 Call
 

Master data

WKN: GZ66Z5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: UNICREDIT
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 12/20/2024
Issue date: 12/29/2022
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.32
Leverage: Yes

Calculated values

Fair value: 26.59
Intrinsic value: 26.39
Implied volatility: 1.45
Historic volatility: 0.25
Parity: 26.39
Time value: 1.19
Break-even: 37.57
Moneyness: 3.64
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.93
Spread %: 3.49%
Delta: 0.96
Theta: -0.01
Omega: 1.27
Rho: 0.04
 

Quote data

Open: 27.24
High: 27.24
Low: 27.24
Previous Close: 26.82
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.87%
1 Month  
+8.87%
3 Months  
+28.43%
YTD  
+84.05%
1 Year  
+189.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 26.82 26.47
1M High / 1M Low: 26.94 24.69
6M High / 6M Low: 26.94 13.79
High (YTD): 5/22/2024 26.94
Low (YTD): 1/3/2024 15.18
52W High: 5/22/2024 26.94
52W Low: 6/9/2023 9.04
Avg. price 1W:   26.58
Avg. volume 1W:   0.00
Avg. price 1M:   26.35
Avg. volume 1M:   0.00
Avg. price 6M:   20.93
Avg. volume 6M:   0.00
Avg. price 1Y:   16.69
Avg. volume 1Y:   0.00
Volatility 1M:   27.48%
Volatility 6M:   38.60%
Volatility 1Y:   41.75%
Volatility 3Y:   -