Goldman Sachs Put 40 CRIN 19.12.2025
/ DE000GJ2KY41
Goldman Sachs Put 40 CRIN 19.12.2.../ DE000GJ2KY41 /
2024-12-23 9:14:26 AM |
Chg.-0.36 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.48EUR |
-5.26% |
- Bid Size: - |
- Ask Size: - |
UNICREDIT |
40.00 EUR |
2025-12-19 |
Put |
Master data
WKN: |
GJ2KY4 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
UNICREDIT |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2024-08-21 |
Last trading day: |
2025-12-18 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.82 |
Intrinsic value: |
2.29 |
Implied volatility: |
0.41 |
Historic volatility: |
0.28 |
Parity: |
2.29 |
Time value: |
4.53 |
Break-even: |
33.18 |
Moneyness: |
1.06 |
Premium: |
0.12 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.50 |
Spread %: |
7.91% |
Delta: |
-0.45 |
Theta: |
-0.01 |
Omega: |
-2.48 |
Rho: |
-0.23 |
Quote data
Open: |
6.48 |
High: |
6.48 |
Low: |
6.48 |
Previous Close: |
6.84 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.40% |
1 Month |
|
|
-9.62% |
3 Months |
|
|
-10.99% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.84 |
6.09 |
1M High / 1M Low: |
7.70 |
5.59 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.39 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.46 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
86.74% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |