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Goldman Sachs Call 30 BAC 17.01.2.../  DE000GP4CY38  /

EUWAX
2024-07-04  9:23:30 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.04EUR - -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 30.00 - 2025-01-17 Call
 

Master data

WKN: GP4CY3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2025-01-17
Issue date: 2023-05-09
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.63
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.81
Implied volatility: 0.52
Historic volatility: 0.22
Parity: 0.81
Time value: 0.24
Break-even: 40.50
Moneyness: 1.27
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 0.96%
Delta: 0.81
Theta: -0.01
Omega: 2.93
Rho: 0.11
 

Quote data

Open: 1.04
High: 1.04
Low: 1.04
Previous Close: 1.04
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.96%
1 Month
  -1.89%
3 Months
  -10.34%
YTD  
+46.48%
1 Year  
+52.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.09 1.04
1M High / 1M Low: 1.09 0.90
6M High / 6M Low: 1.19 0.83
High (YTD): 2024-04-04 1.19
Low (YTD): 2024-01-02 0.82
52W High: 2024-04-04 1.19
52W Low: 2023-10-12 0.32
Avg. price 1W:   1.06
Avg. volume 1W:   0.00
Avg. price 1M:   1.00
Avg. volume 1M:   0.00
Avg. price 6M:   0.99
Avg. volume 6M:   0.00
Avg. price 1Y:   0.77
Avg. volume 1Y:   0.00
Volatility 1M:   56.08%
Volatility 6M:   67.72%
Volatility 1Y:   89.43%
Volatility 3Y:   -