Goldman Sachs Call 44 VZ 20.09.2024
/ DE000GJ0R0A3
Goldman Sachs Call 44 VZ 20.09.20.../ DE000GJ0R0A3 /
8/16/2024 10:15:01 AM |
Chg.-0.001 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.008EUR |
-11.11% |
- Bid Size: - |
- Ask Size: - |
Verizon Communicatio... |
44.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
GJ0R0A |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
44.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
7/15/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
304.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.20 |
Parity: |
-0.36 |
Time value: |
0.01 |
Break-even: |
40.22 |
Moneyness: |
0.91 |
Premium: |
0.10 |
Premium p.a.: |
1.76 |
Spread abs.: |
0.01 |
Spread %: |
71.43% |
Delta: |
0.10 |
Theta: |
-0.01 |
Omega: |
31.06 |
Rho: |
0.00 |
Quote data
Open: |
0.008 |
High: |
0.008 |
Low: |
0.008 |
Previous Close: |
0.009 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-38.46% |
1 Month |
|
|
-77.78% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.013 |
0.009 |
1M High / 1M Low: |
0.070 |
0.008 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.010 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.022 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
458.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |