Goldman Sachs Call 25 CRIN 19.12.2025
/ DE000GG24MR8
Goldman Sachs Call 25 CRIN 19.12..../ DE000GG24MR8 /
| 2024-06-03 10:48:43 AM |
Chg.+0.27 |
Bid3:29:23 PM |
Ask3:29:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.98EUR |
+2.12% |
13.05
Bid Size: 2,000 |
13.25
Ask Size: 2,000 |
UNICREDIT |
25.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
GG24MR |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2025-12-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
13.11 |
| Intrinsic value: |
11.39 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
11.39 |
| Time value: |
2.06 |
| Break-even: |
38.44 |
| Moneyness: |
1.46 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.91 |
| Spread %: |
7.26% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
2.47 |
| Rho: |
0.30 |
Quote data
| Open: |
12.98 |
| High: |
12.98 |
| Low: |
12.98 |
| Previous Close: |
12.71 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.26% |
| 1 Month |
|
|
+13.07% |
| 3 Months |
|
|
+79.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.71 |
12.40 |
| 1M High / 1M Low: |
12.76 |
11.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
12.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
