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Goldman Sachs Call 18 CRIN 21.06..../  DE000GZ0MNJ1  /

EUWAX
2024-06-04  9:54:51 AM Chg.-0.76 Bid12:42:55 PM Ask12:42:55 PM Underlying Strike price Expiration date Option type
18.14EUR -4.02% 17.26
Bid Size: 10,000		 17.33
Ask Size: 10,000		 UNICREDIT 18.00 - 2024-06-21 Call
 

Master data

WKN: GZ0MNJ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: UNICREDIT
Type: Warrant
Option type: Call
Strike price: 18.00 -
Maturity: 2024-06-21
Issue date: 2022-09-28
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.84
Leverage: Yes

Calculated values

Fair value: 18.85
Intrinsic value: 18.82
Implied volatility: 3.02
Historic volatility: 0.25
Parity: 18.82
Time value: 1.14
Break-even: 37.96
Moneyness: 2.05
Premium: 0.03
Premium p.a.: 0.92
Spread abs.: 1.54
Spread %: 8.36%
Delta: 0.92
Theta: -0.10
Omega: 1.70
Rho: 0.01
 

Quote data

Open: 18.14
High: 18.14
Low: 18.14
Previous Close: 18.90
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.87%
1 Month  
+6.52%
3 Months  
+36.91%
YTD  
+156.94%
1 Year  
+468.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 18.90 18.30
1M High / 1M Low: 18.90 16.60
6M High / 6M Low: 18.90 6.14
High (YTD): 2024-06-03 18.90
Low (YTD): 2024-01-03 7.41
52W High: 2024-06-03 18.90
52W Low: 2023-06-09 2.91
Avg. price 1W:   18.62
Avg. volume 1W:   0.00
Avg. price 1M:   18.30
Avg. volume 1M:   0.00
Avg. price 6M:   13.01
Avg. volume 6M:   22.18
Avg. price 1Y:   9.19
Avg. volume 1Y:   10.83
Volatility 1M:   36.73%
Volatility 6M:   69.54%
Volatility 1Y:   79.73%
Volatility 3Y:   -