Goldman Sachs Put 45 CRIN 19.12.2025
/ DE000GJ5QRM6
Goldman Sachs Put 45 CRIN 19.12.2.../ DE000GJ5QRM6 /
| 2024-12-23 10:56:51 AM |
Chg.-0.52 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.90EUR |
-4.99% |
-
Bid Size: - |
-
Ask Size: - |
UNICREDIT |
45.00 EUR |
2025-12-19 |
Put |
Master data
| WKN: |
GJ5QRM |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-10-22 |
| Last trading day: |
2025-12-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.12 |
| Intrinsic value: |
7.29 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.28 |
| Parity: |
7.29 |
| Time value: |
3.23 |
| Break-even: |
34.48 |
| Moneyness: |
1.19 |
| Premium: |
0.09 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.70 |
| Spread %: |
7.13% |
| Delta: |
-0.55 |
| Theta: |
-0.01 |
| Omega: |
-1.96 |
| Rho: |
-0.31 |
Quote data
| Open: |
9.90 |
| High: |
9.90 |
| Low: |
9.90 |
| Previous Close: |
10.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.23% |
| 1 Month |
|
|
-9.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.42 |
9.46 |
| 1M High / 1M Low: |
11.54 |
8.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
