Goldman Sachs Call 35 VZ 20.09.2024
/ DE000GG19RP1
Goldman Sachs Call 35 VZ 20.09.20.../ DE000GG19RP1 /
29/08/2024 09:29:10 |
Chg.0.000 |
Bid21:57:05 |
Ask21:57:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
0.00% |
0.580 Bid Size: 50,000 |
0.590 Ask Size: 50,000 |
Verizon Communicatio... |
35.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
GG19RP |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
20/12/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.58 |
Implied volatility: |
0.53 |
Historic volatility: |
0.20 |
Parity: |
0.58 |
Time value: |
0.03 |
Break-even: |
37.55 |
Moneyness: |
1.19 |
Premium: |
0.01 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
1.50% |
Delta: |
0.92 |
Theta: |
-0.02 |
Omega: |
5.63 |
Rho: |
0.02 |
Quote data
Open: |
0.600 |
High: |
0.600 |
Low: |
0.600 |
Previous Close: |
0.600 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.14% |
1 Month |
|
|
+15.38% |
3 Months |
|
|
+33.33% |
YTD |
|
|
+71.43% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.550 |
1M High / 1M Low: |
0.600 |
0.470 |
6M High / 6M Low: |
0.740 |
0.410 |
High (YTD): |
30/01/2024 |
0.760 |
Low (YTD): |
24/07/2024 |
0.410 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.576 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.540 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.544 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.64% |
Volatility 6M: |
|
114.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |