Goldman Sachs Call 30 CRIN 20.06.2025
/ DE000GP76TJ1
Goldman Sachs Call 30 CRIN 20.06..../ DE000GP76TJ1 /
| 24/01/2025 09:55:33 |
Chg.+1.59 |
Bid14:08:24 |
Ask14:08:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.79EUR |
+12.05% |
14.48
Bid Size: 5,000 |
14.68
Ask Size: 5,000 |
UNICREDIT |
30.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
GP76TJ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
29/06/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
13.89 |
| Intrinsic value: |
13.53 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.28 |
| Parity: |
13.53 |
| Time value: |
1.19 |
| Break-even: |
44.71 |
| Moneyness: |
1.45 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
1.91 |
| Spread %: |
14.92% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
2.66 |
| Rho: |
0.10 |
Quote data
| Open: |
14.79 |
| High: |
14.79 |
| Low: |
14.79 |
| Previous Close: |
13.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.46% |
| 1 Month |
|
|
+77.98% |
| 3 Months |
|
|
+39.66% |
| YTD |
|
|
+61.29% |
| 1 Year |
|
|
+617.96% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
13.83 |
12.81 |
| 1M High / 1M Low: |
13.83 |
8.70 |
| 6M High / 6M Low: |
13.83 |
5.38 |
| High (YTD): |
21/01/2025 |
13.83 |
| Low (YTD): |
02/01/2025 |
8.93 |
| 52W High: |
21/01/2025 |
13.83 |
| 52W Low: |
02/02/2024 |
1.85 |
| Avg. price 1W: |
|
13.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
7.78 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
74.28% |
| Volatility 6M: |
|
97.72% |
| Volatility 1Y: |
|
118.10% |
| Volatility 3Y: |
|
- |