Goldman Sachs Call 30 CRIN 21.03.2025
/ DE000GG5HLD0
Goldman Sachs Call 30 CRIN 21.03..../ DE000GG5HLD0 /
| 1/24/2025 10:08:03 AM |
Chg.+1.50 |
Bid1:56:46 PM |
Ask1:56:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.58EUR |
+11.47% |
14.24
Bid Size: 10,000 |
14.31
Ask Size: 10,000 |
UNICREDIT |
30.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
GG5HLD |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
3/21/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
13.65 |
| Intrinsic value: |
13.53 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.28 |
| Parity: |
13.53 |
| Time value: |
1.05 |
| Break-even: |
44.57 |
| Moneyness: |
1.45 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
1.91 |
| Spread %: |
15.09% |
| Delta: |
0.89 |
| Theta: |
-0.03 |
| Omega: |
2.67 |
| Rho: |
0.04 |
Quote data
| Open: |
14.58 |
| High: |
14.58 |
| Low: |
14.58 |
| Previous Close: |
13.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.17% |
| 1 Month |
|
|
+78.68% |
| 3 Months |
|
|
+39.26% |
| YTD |
|
|
+61.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
13.32 |
12.66 |
| 1M High / 1M Low: |
13.32 |
8.51 |
| 6M High / 6M Low: |
13.67 |
5.15 |
| High (YTD): |
1/20/2025 |
13.32 |
| Low (YTD): |
1/2/2025 |
8.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.26% |
| Volatility 6M: |
|
105.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |