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Goldman Sachs Call 40 BAC 21.06.2.../  DE000GZ7U3A1  /

EUWAX
2024-06-12  9:49:38 AM Chg.0.000 Bid6:43:19 PM Ask6:43:19 PM Underlying Strike price Expiration date Option type
0.070EUR 0.00% 0.034
Bid Size: 150,000		 0.036
Ask Size: 150,000		 VERIZON COMM. INC. D... 40.00 - 2024-06-21 Call
 

Master data

WKN: GZ7U3A
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-06-21
Issue date: 2023-01-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 50.18
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.22
Parity: -0.24
Time value: 0.08
Break-even: 40.75
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 24.14
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.31
Theta: -0.08
Omega: 15.39
Rho: 0.00
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -56.25%
1 Month
  -22.22%
3 Months
  -58.82%
YTD
  -22.22%
1 Year
  -41.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.070
1M High / 1M Low: 0.160 0.034
6M High / 6M Low: 0.350 0.034
High (YTD): 2024-01-30 0.350
Low (YTD): 2024-05-30 0.034
52W High: 2024-01-30 0.350
52W Low: 2023-10-12 0.023
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   0.162
Avg. volume 6M:   0.000
Avg. price 1Y:   0.118
Avg. volume 1Y:   0.000
Volatility 1M:   670.51%
Volatility 6M:   356.16%
Volatility 1Y:   292.10%
Volatility 3Y:   -