OverviewChartNewsTraderScreen

Goldman Sachs Call 40 BAC 20.06.2.../  DE000GP76WR8  /

EUWAX
2024-07-31  10:48:45 AM Chg.-0.010 Bid11:25:21 AM Ask11:25:21 AM Underlying Strike price Expiration date Option type
0.280EUR -3.45% 0.290
Bid Size: 50,000		 0.320
Ask Size: 50,000		 VERIZON COMM. INC. D... 40.00 - 2025-06-20 Call
 

Master data

WKN: GP76WR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.77
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -0.30
Time value: 0.29
Break-even: 42.90
Moneyness: 0.93
Premium: 0.16
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.47
Theta: -0.01
Omega: 6.06
Rho: 0.13
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month
  -17.65%
3 Months
  -20.00%
YTD  
+33.33%
1 Year  
+75.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.240
1M High / 1M Low: 0.410 0.230
6M High / 6M Low: 0.500 0.230
High (YTD): 2024-04-04 0.500
Low (YTD): 2024-07-23 0.230
52W High: 2024-04-04 0.500
52W Low: 2023-10-13 0.079
Avg. price 1W:   0.274
Avg. volume 1W:   0.000
Avg. price 1M:   0.340
Avg. volume 1M:   0.000
Avg. price 6M:   0.348
Avg. volume 6M:   0.000
Avg. price 1Y:   0.268
Avg. volume 1Y:   23.622
Volatility 1M:   181.89%
Volatility 6M:   122.49%
Volatility 1Y:   138.09%
Volatility 3Y:   -