Goldman Sachs Call 50 CRIN 19.12..../  DE000GG7D3Q8  /

EUWAX
12/23/2024  9:21:05 AM Chg.+0.110 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.740EUR +17.46% -
Bid Size: -
-
Ask Size: -
UNICREDIT 50.00 EUR 12/19/2025 Call
 

Master data

WKN: GG7D3Q
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: UNICREDIT
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 12/19/2025
Issue date: 4/24/2024
Last trading day: 12/18/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 25.65
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.28
Parity: -12.29
Time value: 1.47
Break-even: 51.47
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 0.37
Spread abs.: 0.70
Spread %: 90.91%
Delta: 0.25
Theta: -0.01
Omega: 6.36
Rho: 0.08
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+13.85%
3 Months
  -44.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.630
1M High / 1M Low: 1.110 0.560
6M High / 6M Low: 2.320 0.490
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.703
Avg. volume 1W:   0.000
Avg. price 1M:   0.823
Avg. volume 1M:   0.000
Avg. price 6M:   1.073
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   216.53%
Volatility 6M:   203.57%
Volatility 1Y:   -
Volatility 3Y:   -