Goldman Sachs Put 38 CRIN 21.02.2.../  DE000GJ7JYQ4  /

EUWAX
24/01/2025  10:28:38 Chg.-0.080 Bid13:30:39 Ask13:30:39 Underlying Strike price Expiration date Option type
0.160EUR -33.33% 0.180
Bid Size: 10,000
0.230
Ask Size: 10,000
UNICREDIT 38.00 EUR 21/02/2025 Put
 

Master data

WKN: GJ7JYQ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: UNICREDIT
Type: Warrant
Option type: Put
Strike price: 38.00 EUR
Maturity: 21/02/2025
Issue date: 28/11/2024
Last trading day: 20/02/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -43.44
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.28
Parity: -5.53
Time value: 1.00
Break-even: 37.00
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 5.18
Spread abs.: 0.70
Spread %: 231.79%
Delta: -0.20
Theta: -0.04
Omega: -8.77
Rho: -0.01
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.39%
1 Month
  -91.16%
3 Months     -
YTD
  -88.73%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.310 0.240
1M High / 1M Low: 1.640 0.240
6M High / 6M Low: - -
High (YTD): 02/01/2025 1.620
Low (YTD): 23/01/2025 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.812
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   228.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -