OverviewChartNewsTraderScreen

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

EUWAX
8/9/2024  10:27:42 AM Chg.+0.02 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.01EUR +2.02% -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 30.00 - 6/20/2025 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: 6/20/2025
Issue date: 6/29/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.62
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.73
Implied volatility: 0.43
Historic volatility: 0.20
Parity: 0.73
Time value: 0.30
Break-even: 40.30
Moneyness: 1.24
Premium: 0.08
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.98%
Delta: 0.80
Theta: -0.01
Omega: 2.89
Rho: 0.17
 

Quote data

Open: 1.01
High: 1.01
Low: 1.01
Previous Close: 0.99
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.88%
1 Month
  -6.48%
3 Months  
+5.21%
YTD  
+40.28%
1 Year  
+102.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.01 0.94
1M High / 1M Low: 1.15 0.88
6M High / 6M Low: 1.20 0.88
High (YTD): 2/1/2024 1.21
Low (YTD): 1/12/2024 0.80
52W High: 2/1/2024 1.21
52W Low: 10/12/2023 0.35
Avg. price 1W:   0.98
Avg. volume 1W:   0.00
Avg. price 1M:   1.02
Avg. volume 1M:   0.00
Avg. price 6M:   1.00
Avg. volume 6M:   0.00
Avg. price 1Y:   0.83
Avg. volume 1Y:   0.00
Volatility 1M:   99.78%
Volatility 6M:   67.20%
Volatility 1Y:   84.57%
Volatility 3Y:   -