Goldman Sachs Call 50 CRIN 19.12..../  DE000GG7D3Q8  /

EUWAX
2024-06-03  9:46:03 AM Chg.+0.02 Bid11:24:38 AM Ask11:24:38 AM Underlying Strike price Expiration date Option type
1.35EUR +1.50% 1.39
Bid Size: 3,000
1.59
Ask Size: 2,000
UNICREDIT 50.00 EUR 2025-12-19 Call
 

Master data

WKN: GG7D3Q
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: UNICREDIT
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 2025-12-19
Issue date: 2024-04-24
Last trading day: 2025-12-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 17.58
Leverage: Yes

Calculated values

Fair value: 1.38
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.25
Parity: -13.62
Time value: 2.07
Break-even: 52.07
Moneyness: 0.73
Premium: 0.43
Premium p.a.: 0.26
Spread abs.: 0.75
Spread %: 56.82%
Delta: 0.30
Theta: 0.00
Omega: 5.21
Rho: 0.13
 

Quote data

Open: 1.35
High: 1.35
Low: 1.35
Previous Close: 1.33
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.50%
1 Month  
+3.05%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.35 1.28
1M High / 1M Low: 1.53 1.23
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.32
Avg. volume 1W:   0.00
Avg. price 1M:   1.36
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -