Goldman Sachs Put 45 CRIN 19.06.2026
/ DE000GJ670S6
Goldman Sachs Put 45 CRIN 19.06.2.../ DE000GJ670S6 /
2024-12-23 9:19:51 AM |
Chg.-0.41 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
11.29EUR |
-3.50% |
- Bid Size: - |
- Ask Size: - |
UNICREDIT |
45.00 EUR |
2026-06-19 |
Put |
Master data
WKN: |
GJ670S |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
UNICREDIT |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 EUR |
Maturity: |
2026-06-19 |
Issue date: |
2024-11-06 |
Last trading day: |
2026-06-18 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.56 |
Intrinsic value: |
7.29 |
Implied volatility: |
0.45 |
Historic volatility: |
0.28 |
Parity: |
7.29 |
Time value: |
4.38 |
Break-even: |
33.33 |
Moneyness: |
1.19 |
Premium: |
0.12 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.70 |
Spread %: |
6.38% |
Delta: |
-0.49 |
Theta: |
-0.01 |
Omega: |
-1.58 |
Rho: |
-0.45 |
Quote data
Open: |
11.29 |
High: |
11.29 |
Low: |
11.29 |
Previous Close: |
11.70 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.02% |
1 Month |
|
|
-5.60% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.70 |
10.75 |
1M High / 1M Low: |
12.64 |
10.15 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
11.14 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
11.19 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
64.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |