Goldman Sachs Call 38 VZ 21.06.2024
/ DE000GG38XH6
Goldman Sachs Call 38 VZ 21.06.20.../ DE000GG38XH6 /
2024-05-23 9:27:41 AM |
Chg.+0.010 |
Bid10:29:31 AM |
Ask10:29:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
+5.26% |
0.190 Bid Size: 50,000 |
0.220 Ask Size: 50,000 |
Verizon Communicatio... |
38.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
GG38XH |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-02-14 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.24 |
Historic volatility: |
0.22 |
Parity: |
0.17 |
Time value: |
0.04 |
Break-even: |
37.20 |
Moneyness: |
1.05 |
Premium: |
0.01 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
5.00% |
Delta: |
0.77 |
Theta: |
-0.02 |
Omega: |
13.54 |
Rho: |
0.02 |
Quote data
Open: |
0.200 |
High: |
0.200 |
Low: |
0.200 |
Previous Close: |
0.190 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.08% |
1 Month |
|
|
+11.11% |
3 Months |
|
|
-39.39% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.190 |
1M High / 1M Low: |
0.270 |
0.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.230 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.220 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
211.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |