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Goldman Sachs Call 30 BAC 20.06.2.../  DE000GP77059  /

EUWAX
2024-07-30  10:13:45 AM Chg.0.000 Bid4:54:43 PM Ask4:54:43 PM Underlying Strike price Expiration date Option type
0.980EUR 0.00% 0.980
Bid Size: 100,000		 0.990
Ask Size: 100,000		 VERIZON COMM. INC. D... 30.00 - 2025-06-20 Call
 

Master data

WKN: GP7705
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.78
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.70
Implied volatility: 0.39
Historic volatility: 0.20
Parity: 0.70
Time value: 0.28
Break-even: 39.78
Moneyness: 1.23
Premium: 0.08
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.51%
Delta: 0.80
Theta: -0.01
Omega: 3.03
Rho: 0.18
 

Quote data

Open: 0.980
High: 0.980
Low: 0.980
Previous Close: 0.980
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.36%
1 Month
  -3.92%
3 Months
  -2.00%
YTD  
+36.11%
1 Year  
+78.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.880
1M High / 1M Low: 1.150 0.880
6M High / 6M Low: 1.210 0.880
High (YTD): 2024-02-01 1.210
Low (YTD): 2024-01-12 0.800
52W High: 2024-02-01 1.210
52W Low: 2023-10-12 0.350
Avg. price 1W:   0.934
Avg. volume 1W:   0.000
Avg. price 1M:   1.042
Avg. volume 1M:   0.000
Avg. price 6M:   1.007
Avg. volume 6M:   0.000
Avg. price 1Y:   0.816
Avg. volume 1Y:   0.000
Volatility 1M:   97.07%
Volatility 6M:   67.06%
Volatility 1Y:   84.53%
Volatility 3Y:   -