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Goldman Sachs Call 40 BAC 17.01.2.../  DE000GZ73CY2  /

EUWAX
2024-07-30  10:04:34 AM Chg.- Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.210EUR - -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 40.00 - 2025-01-17 Call
 

Master data

WKN: GZ73CY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2025-01-17
Issue date: 2023-01-26
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.38
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.20
Parity: -0.30
Time value: 0.21
Break-even: 42.13
Moneyness: 0.93
Premium: 0.14
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 2.40%
Delta: 0.43
Theta: -0.01
Omega: 7.39
Rho: 0.06
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.25%
1 Month
  -22.22%
3 Months
  -25.00%
YTD  
+31.25%
1 Year  
+75.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.160
1M High / 1M Low: 0.350 0.150
6M High / 6M Low: 0.440 0.150
High (YTD): 2024-02-01 0.440
Low (YTD): 2024-07-23 0.150
52W High: 2024-02-01 0.440
52W Low: 2023-10-12 0.055
Avg. price 1W:   0.198
Avg. volume 1W:   0.000
Avg. price 1M:   0.268
Avg. volume 1M:   0.000
Avg. price 6M:   0.282
Avg. volume 6M:   160
Avg. price 1Y:   0.215
Avg. volume 1Y:   78.740
Volatility 1M:   230.31%
Volatility 6M:   154.02%
Volatility 1Y:   166.19%
Volatility 3Y:   -