Goldman Sachs Put 25 CRIN 19.06.2.../  DE000GJ1W9J7  /

EUWAX
2024-12-23  9:34:19 AM Chg.-0.13 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
1.64EUR -7.34% -
Bid Size: -
-
Ask Size: -
UNICREDIT 25.00 EUR 2026-06-19 Put
 

Master data

WKN: GJ1W9J
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: UNICREDIT
Type: Warrant
Option type: Put
Strike price: 25.00 EUR
Maturity: 2026-06-19
Issue date: 2024-08-07
Last trading day: 2026-06-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -16.83
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.28
Parity: -12.71
Time value: 2.24
Break-even: 22.76
Moneyness: 0.66
Premium: 0.40
Premium p.a.: 0.25
Spread abs.: 0.70
Spread %: 45.45%
Delta: -0.14
Theta: 0.00
Omega: -2.44
Rho: -0.11
 

Quote data

Open: 1.64
High: 1.64
Low: 1.64
Previous Close: 1.77
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.46%
1 Month
  -8.38%
3 Months
  -13.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.77 1.57
1M High / 1M Low: 2.00 1.48
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.65
Avg. volume 1W:   0.00
Avg. price 1M:   1.69
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -