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Goldman Sachs Call 30 BAC 20.06.2.../  DE000GP77059  /

EUWAX
1/23/2025  9:58:41 AM Chg.0.000 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.910EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 30.00 - 6/20/2025 Call
 

Master data

WKN: GP7705
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 6/20/2025
Issue date: 6/29/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.15
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.74
Implied volatility: 0.47
Historic volatility: 0.19
Parity: 0.74
Time value: 0.16
Break-even: 39.01
Moneyness: 1.25
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.56%
Delta: 0.82
Theta: -0.01
Omega: 3.42
Rho: 0.09
 

Quote data

Open: 0.910
High: 0.910
Low: 0.910
Previous Close: 0.910
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.06%
1 Month
  -7.14%
3 Months
  -19.47%
YTD
  -5.21%
1 Year
  -22.22%
3 Years     -
5 Years     -
1W High / 1W Low: 0.910 0.850
1M High / 1M Low: 1.020 0.810
6M High / 6M Low: 1.380 0.810
High (YTD): 1/6/2025 1.020
Low (YTD): 1/10/2025 0.810
52W High: 12/2/2024 1.380
52W Low: 1/10/2025 0.810
Avg. price 1W:   0.894
Avg. volume 1W:   0.000
Avg. price 1M:   0.913
Avg. volume 1M:   0.000
Avg. price 6M:   1.114
Avg. volume 6M:   0.000
Avg. price 1Y:   1.065
Avg. volume 1Y:   0.000
Volatility 1M:   52.96%
Volatility 6M:   63.13%
Volatility 1Y:   65.48%
Volatility 3Y:   -