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Goldman Sachs Call 35 VZ 20.09.20.../  DE000GG19RP1  /

EUWAX
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:   -