Goldman Sachs Call 60 VZ 16.01.20.../  DE000GG224D7  /

EUWAX
25/06/2024  09:35:48 Chg.- Bid10:58:06 Ask10:58:06 Underlying Strike price Expiration date Option type
0.040EUR - 0.040
Bid Size: 30,000
0.070
Ask Size: 30,000
Verizon Communicatio... 60.00 USD 16/01/2026 Call
 

Master data

WKN: GG224D
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 16/01/2026
Issue date: 24/01/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 80.02
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.22
Parity: -1.78
Time value: 0.05
Break-even: 56.66
Moneyness: 0.68
Premium: 0.48
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 17.07%
Delta: 0.12
Theta: 0.00
Omega: 9.24
Rho: 0.06
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.039
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.56%
1 Month  
+17.65%
3 Months
  -18.37%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.038
1M High / 1M Low: 0.050 0.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.039
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -