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Goldman Sachs Call 25 CRIN 21.06..../  DE000GZ6QQU9  /

EUWAX
2024-06-04  9:24:16 AM Chg.-0.82 Bid2:19:22 PM Ask2:19:22 PM Underlying Strike price Expiration date Option type
11.30EUR -6.77% 10.62
Bid Size: 10,000		 10.69
Ask Size: 10,000		 UNICREDIT 25.00 - 2024-06-21 Call
 

Master data

WKN: GZ6QQU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: UNICREDIT
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2024-06-21
Issue date: 2023-01-10
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.83
Leverage: Yes

Calculated values

Fair value: 11.86
Intrinsic value: 11.82
Implied volatility: 1.91
Historic volatility: 0.25
Parity: 11.82
Time value: 1.19
Break-even: 38.01
Moneyness: 1.47
Premium: 0.03
Premium p.a.: 0.98
Spread abs.: 1.54
Spread %: 13.43%
Delta: 0.87
Theta: -0.09
Omega: 2.48
Rho: 0.01
 

Quote data

Open: 11.30
High: 11.30
Low: 11.30
Previous Close: 12.12
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.44%
1 Month  
+12.77%
3 Months  
+73.05%
YTD  
+560.82%
1 Year  
+1469.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.12 11.34
1M High / 1M Low: 12.12 9.60
6M High / 6M Low: 12.12 1.30
High (YTD): 2024-06-03 12.12
Low (YTD): 2024-01-03 1.96
52W High: 2024-06-03 12.12
52W Low: 2023-06-05 0.65
Avg. price 1W:   11.57
Avg. volume 1W:   0.00
Avg. price 1M:   11.36
Avg. volume 1M:   0.00
Avg. price 6M:   6.55
Avg. volume 6M:   0.00
Avg. price 1Y:   3.98
Avg. volume 1Y:   0.00
Volatility 1M:   70.60%
Volatility 6M:   177.15%
Volatility 1Y:   167.76%
Volatility 3Y:   -