Goldman Sachs Call 42 CRIN 21.02.2025
/ DE000GJ835F2
Goldman Sachs Call 42 CRIN 21.02..../ DE000GJ835F2 /
| 1/24/2025 9:20:05 AM |
Chg.+0.68 |
Bid9:26:45 AM |
Ask9:26:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.67EUR |
+34.17% |
2.94
Bid Size: 10,000 |
2.99
Ask Size: 10,000 |
UNICREDIT |
42.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
GJ835F |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/10/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
0.45 |
| Time value: |
1.73 |
| Break-even: |
44.18 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.50 |
| Spread %: |
29.76% |
| Delta: |
0.57 |
| Theta: |
-0.03 |
| Omega: |
11.05 |
| Rho: |
0.02 |
Quote data
| Open: |
2.67 |
| High: |
2.67 |
| Low: |
2.67 |
| Previous Close: |
1.99 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+49.16% |
| 1 Month |
|
|
+520.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
+423.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.42 |
1.79 |
| 1M High / 1M Low: |
2.42 |
0.47 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/21/2025 |
2.42 |
| Low (YTD): |
1/6/2025 |
0.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
340.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |