Goldman Sachs Call 36 CRIN 21.02.2025
/ DE000GJ7UGL9
Goldman Sachs Call 36 CRIN 21.02..../ DE000GJ7UGL9 /
| 1/24/2025 9:12:58 AM |
Chg.+0.84 |
Bid9:33:53 AM |
Ask9:33:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.99EUR |
+11.75% |
8.43
Bid Size: 10,000 |
8.53
Ask Size: 10,000 |
UNICREDIT |
36.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
GJ7UGL |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/4/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.55 |
| Intrinsic value: |
6.45 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.28 |
| Parity: |
6.45 |
| Time value: |
0.77 |
| Break-even: |
43.22 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.70 |
| Spread %: |
10.74% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
4.96 |
| Rho: |
0.02 |
Quote data
| Open: |
7.99 |
| High: |
7.99 |
| Low: |
7.99 |
| Previous Close: |
7.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.55% |
| 1 Month |
|
|
+164.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
+138.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.55 |
6.52 |
| 1M High / 1M Low: |
7.55 |
3.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/21/2025 |
7.55 |
| Low (YTD): |
1/3/2025 |
3.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |