Goldman Sachs Call 60 CRIN 20.09..../  DE000GG6JR11  /

EUWAX
2024-06-03  10:01:27 AM Chg.0.000 Bid11:07:50 AM Ask11:07:50 AM Underlying Strike price Expiration date Option type
0.009EUR 0.00% 0.010
Bid Size: 10,000
0.060
Ask Size: 10,000
UNICREDIT 60.00 EUR 2024-09-20 Call
 

Master data

WKN: GG6JR1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: UNICREDIT
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2024-09-20
Issue date: 2024-04-08
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 51.32
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.25
Parity: -23.62
Time value: 0.71
Break-even: 60.71
Moneyness: 0.61
Premium: 0.67
Premium p.a.: 4.55
Spread abs.: 0.70
Spread %: 8,762.50%
Delta: 0.12
Theta: -0.01
Omega: 6.39
Rho: 0.01
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.009
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -64.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.009
1M High / 1M Low: 0.034 0.009
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   426.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -