Goldman Sachs Call 42 VZ 21.06.20.../  DE000GG3FL97  /

EUWAX
2024-05-24  10:37:47 AM Chg.-0.004 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.008EUR -33.33% -
Bid Size: -
-
Ask Size: -
Verizon Communicatio... 42.00 USD 2024-06-21 Call
 

Master data

WKN: GG3FL9
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 42.00 USD
Maturity: 2024-06-21
Issue date: 2024-02-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 261.69
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.22
Parity: -0.21
Time value: 0.01
Break-even: 38.86
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 1.22
Spread abs.: 0.01
Spread %: 55.56%
Delta: 0.15
Theta: -0.01
Omega: 39.60
Rho: 0.00
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.012
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -63.64%
1 Month
  -75.00%
3 Months
  -93.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.017 0.008
1M High / 1M Low: 0.045 0.008
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.024
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   414.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -