Goldman Sachs Call 18 CRIN 21.06.2024
/ DE000GZ0MNJ1
Goldman Sachs Call 18 CRIN 21.06..../ DE000GZ0MNJ1 /
| 2024-04-30 6:39:42 PM |
Chg.-0.580 |
Bid9:57:44 PM |
Ask9:57:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 16.690EUR |
-3.36% |
-
Bid Size: - |
-
Ask Size: - |
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: |
17.110 |
| High: |
17.110 |
| Low: |
16.690 |
| Previous Close: |
17.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+55.11% |
| YTD |
|
|
+139.11% |
| 1 Year |
|
|
+429.84% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
17.840 |
6.280 |
| High (YTD): |
2024-04-04 |
17.840 |
| Low (YTD): |
2024-01-02 |
7.450 |
| 52W High: |
2024-04-04 |
17.840 |
| 52W Low: |
2023-06-06 |
2.950 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
11.662 |
| Avg. volume 6M: |
|
34.375 |
| Avg. price 1Y: |
|
7.926 |
| Avg. volume 1Y: |
|
13.415 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
81.52% |
| Volatility 1Y: |
|
91.20% |
| Volatility 3Y: |
|
- |
