Goldman Sachs Call 42 VZ 20.09.20.../  DE000GG8GPA3  /

EUWAX
2024-07-24  9:30:01 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.023EUR - -
Bid Size: -
-
Ask Size: -
Verizon Communicatio... 42.00 USD 2024-09-20 Call
 

Master data

WKN: GG8GPA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 42.00 USD
Maturity: 2024-09-20
Issue date: 2024-05-24
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 132.76
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.20
Parity: -0.29
Time value: 0.03
Break-even: 38.98
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.70
Spread abs.: 0.01
Spread %: 22.73%
Delta: 0.19
Theta: -0.01
Omega: 24.72
Rho: 0.01
 

Quote data

Open: 0.023
High: 0.023
Low: 0.023
Previous Close: 0.024
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -84.67%
1 Month
  -79.09%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.023
1M High / 1M Low: 0.150 0.023
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.095
Avg. volume 1W:   0.000
Avg. price 1M:   0.102
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   347.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -