Goldman Sachs Call 35 CRIN 21.06.2024
/ DE000GQ2S7Y0
Goldman Sachs Call 35 CRIN 21.06..../ DE000GQ2S7Y0 /
| 2024-06-04 9:47:06 AM |
Chg.-0.42 |
Bid7:13:10 PM |
Ask7:13:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
-20.29% |
1.08
Bid Size: 3,000 |
1.58
Ask Size: 1,000 |
UNICREDIT |
35.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
GQ2S7Y |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.25 |
| Parity: |
1.82 |
| Time value: |
0.94 |
| Break-even: |
37.76 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.50 |
| Spread %: |
22.12% |
| Delta: |
0.70 |
| Theta: |
-0.05 |
| Omega: |
9.28 |
| Rho: |
0.01 |
Quote data
| Open: |
1.65 |
| High: |
1.65 |
| Low: |
1.65 |
| Previous Close: |
2.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.82% |
| 1 Month |
|
|
-6.25% |
| 3 Months |
|
|
+345.95% |
| YTD |
|
|
+1962.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.07 |
1.88 |
| 1M High / 1M Low: |
2.34 |
1.40 |
| 6M High / 6M Low: |
2.34 |
0.07 |
| High (YTD): |
2024-05-15 |
2.34 |
| Low (YTD): |
2024-01-25 |
0.11 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.09% |
| Volatility 6M: |
|
354.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
