Goldman Sachs Call 30 BAC 21.06.2024
/ DE000GP50PA3
Goldman Sachs Call 30 BAC 21.06.2.../ DE000GP50PA3 /
2024-05-24 10:13:36 AM |
Chg.-0.030 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
-3.30% |
- Bid Size: - |
- Ask Size: - |
VERIZON COMM. INC. D... |
30.00 - |
2024-06-21 |
Call |
Master data
WKN: |
GP50PA |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
VERIZON COMM. INC. DL-,10 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
30.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-30 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.67 |
Intrinsic value: |
0.66 |
Implied volatility: |
1.42 |
Historic volatility: |
0.22 |
Parity: |
0.66 |
Time value: |
0.25 |
Break-even: |
39.14 |
Moneyness: |
1.22 |
Premium: |
0.07 |
Premium p.a.: |
1.44 |
Spread abs.: |
0.01 |
Spread %: |
0.77% |
Delta: |
0.76 |
Theta: |
-0.08 |
Omega: |
3.06 |
Rho: |
0.01 |
Quote data
Open: |
0.880 |
High: |
0.880 |
Low: |
0.880 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.28% |
1 Month |
|
|
-3.30% |
3 Months |
|
|
-12.87% |
YTD |
|
|
+27.54% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.880 |
1M High / 1M Low: |
1.000 |
0.860 |
6M High / 6M Low: |
1.190 |
0.650 |
High (YTD): |
2024-04-04 |
1.190 |
Low (YTD): |
2024-01-11 |
0.810 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.920 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.927 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.929 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
51.75% |
Volatility 6M: |
|
77.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |