Goldman Sachs Call 20 CRIN 21.06.2024
/ DE000GP6BK82
Goldman Sachs Call 20 CRIN 21.06..../ DE000GP6BK82 /
| 2024-06-10 10:31:06 AM |
Chg.-0.39 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 16.25EUR |
-2.34% |
-
Bid Size: - |
-
Ask Size: - |
UNICREDIT |
20.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
GP6BK8 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
16.59 |
| Intrinsic value: |
16.57 |
| Implied volatility: |
3.13 |
| Historic volatility: |
0.25 |
| Parity: |
16.57 |
| Time value: |
0.98 |
| Break-even: |
37.55 |
| Moneyness: |
1.83 |
| Premium: |
0.03 |
| Premium p.a.: |
1.40 |
| Spread abs.: |
1.00 |
| Spread %: |
6.04% |
| Delta: |
0.92 |
| Theta: |
-0.14 |
| Omega: |
1.91 |
| Rho: |
0.00 |
Quote data
| Open: |
16.25 |
| High: |
16.25 |
| Low: |
16.25 |
| Previous Close: |
16.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.33% |
| 1 Month |
|
|
-0.55% |
| 3 Months |
|
|
+42.42% |
| YTD |
|
|
+210.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
16.81 |
15.61 |
| 1M High / 1M Low: |
16.81 |
15.61 |
| 6M High / 6M Low: |
16.81 |
4.43 |
| High (YTD): |
2024-06-03 |
16.81 |
| Low (YTD): |
2024-01-03 |
5.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
16.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
16.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
36.88% |
| Volatility 6M: |
|
84.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
