Goldman Sachs Call 60 CRIN 20.06..../  DE000GG7DBH7  /

EUWAX
06/05/2024  10:58:16 Chg.- Bid22:00:45 Ask22:00:45 Underlying Strike price Expiration date Option type
0.260EUR - -
Bid Size: -
-
Ask Size: -
UNICREDIT 60.00 - 20/06/2025 Call
 

Master data

WKN: GG7DBH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: UNICREDIT
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 20/06/2025
Issue date: 24/04/2024
Last trading day: 08/05/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 38.79
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.25
Parity: -23.62
Time value: 0.94
Break-even: 60.94
Moneyness: 0.61
Premium: 0.67
Premium p.a.: 0.64
Spread abs.: 0.74
Spread %: 373.74%
Delta: 0.15
Theta: 0.00
Omega: 5.93
Rho: 0.05
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.270
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -3.70%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.270 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.265
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -