Goldman Sachs Call 36 CRIN 21.03.2025
/ DE000GJ7AC44
Goldman Sachs Call 36 CRIN 21.03..../ DE000GJ7AC44 /
| 1/24/2025 10:38:14 AM |
Chg.+1.71 |
Bid2:02:08 PM |
Ask2:02:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.02EUR |
+23.39% |
8.50
Bid Size: 10,000 |
8.55
Ask Size: 10,000 |
UNICREDIT |
36.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
GJ7AC4 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
11/22/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.74 |
| Intrinsic value: |
7.53 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.28 |
| Parity: |
7.53 |
| Time value: |
1.25 |
| Break-even: |
44.77 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
1.83 |
| Spread %: |
26.37% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
4.10 |
| Rho: |
0.04 |
Quote data
| Open: |
9.02 |
| High: |
9.02 |
| Low: |
9.02 |
| Previous Close: |
7.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.58% |
| 1 Month |
|
|
+164.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
+131.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.48 |
7.07 |
| 1M High / 1M Low: |
7.48 |
3.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
7.48 |
| Low (YTD): |
1/2/2025 |
3.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |