Goldman Sachs Call 28 CRIN 21.06.2024
/ DE000GQ9E7P7
Goldman Sachs Call 28 CRIN 21.06..../ DE000GQ9E7P7 /
| 2024-06-03 11:12:52 AM |
Chg.+0.40 |
Bid1:56:22 PM |
Ask1:56:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.10EUR |
+4.60% |
8.97
Bid Size: 10,000 |
9.04
Ask Size: 10,000 |
UNICREDIT |
28.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
GQ9E7P |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.44 |
| Intrinsic value: |
8.39 |
| Implied volatility: |
1.38 |
| Historic volatility: |
0.25 |
| Parity: |
8.39 |
| Time value: |
1.10 |
| Break-even: |
37.48 |
| Moneyness: |
1.30 |
| Premium: |
0.03 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.94 |
| Spread %: |
11.01% |
| Delta: |
0.84 |
| Theta: |
-0.08 |
| Omega: |
3.24 |
| Rho: |
0.01 |
Quote data
| Open: |
9.10 |
| High: |
9.10 |
| Low: |
9.10 |
| Previous Close: |
8.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+27.99% |
| 3 Months |
|
|
+145.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.78 |
8.40 |
| 1M High / 1M Low: |
8.86 |
6.64 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
