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

EUWAX
25/07/2024  10:47:06 Chg.+0.060 Bid11:37:21 Ask11:37:21 Underlying Strike price Expiration date Option type
0.470EUR +14.63% 0.480
Bid Size: 50,000		 0.510
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: 6.78
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.43
Implied volatility: 0.47
Historic volatility: 0.20
Parity: 0.43
Time value: 0.11
Break-even: 37.69
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.21
Spread abs.: 0.10
Spread %: 22.73%
Delta: 0.79
Theta: -0.02
Omega: 5.33
Rho: 0.04
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.88%
1 Month
  -18.97%
3 Months
  -4.08%
YTD  
+34.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.410
1M High / 1M Low: 0.690 0.410
6M High / 6M Low: 0.760 0.410
High (YTD): 30/01/2024 0.760
Low (YTD): 24/07/2024 0.410
52W High: - -
52W Low: - -
Avg. price 1W:   0.568
Avg. volume 1W:   0.000
Avg. price 1M:   0.588
Avg. volume 1M:   0.000
Avg. price 6M:   0.562
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.86%
Volatility 6M:   114.38%
Volatility 1Y:   -
Volatility 3Y:   -