Goldman Sachs Call 60 CRIN 21.03..../  DE000GJ75R87  /

EUWAX
24/01/2025  10:53:12 Chg.+0.003 Bid11:54:29 Ask11:54:29 Underlying Strike price Expiration date Option type
0.050EUR +6.38% 0.050
Bid Size: 10,000
0.100
Ask Size: 10,000
UNICREDIT 60.00 EUR 21/03/2025 Call
 

Master data

WKN: GJ75R8
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: UNICREDIT
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 21/03/2025
Issue date: 20/11/2024
Last trading day: 20/03/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 58.27
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.28
Parity: -16.48
Time value: 0.75
Break-even: 60.75
Moneyness: 0.73
Premium: 0.40
Premium p.a.: 7.78
Spread abs.: 0.71
Spread %: 1,975.00%
Delta: 0.14
Theta: -0.02
Omega: 8.29
Rho: 0.01
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.047
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+108.33%
3 Months     -
YTD  
+108.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.050 0.044
1M High / 1M Low: 0.060 0.023
6M High / 6M Low: - -
High (YTD): 15/01/2025 0.060
Low (YTD): 07/01/2025 0.023
52W High: - -
52W Low: - -
Avg. price 1W:   0.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   310.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -