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Goldman Sachs Call 40 BAC 20.06.2.../  DE000GP76WR8  /

EUWAX
1/23/2025  9:58:35 AM Chg.0.000 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.180EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 40.00 - 6/20/2025 Call
 

Master data

WKN: GP76WR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 6/20/2025
Issue date: 6/29/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.79
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -0.26
Time value: 0.18
Break-even: 41.80
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.41
Theta: -0.01
Omega: 8.58
Rho: 0.06
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month
  -18.18%
3 Months
  -47.06%
YTD
  -10.00%
1 Year
  -56.10%
3 Years     -
5 Years     -
1W High / 1W Low: 0.190 0.170
1M High / 1M Low: 0.250 0.150
6M High / 6M Low: 0.550 0.150
High (YTD): 1/6/2025 0.250
Low (YTD): 1/14/2025 0.150
52W High: 10/2/2024 0.550
52W Low: 1/14/2025 0.150
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   0.349
Avg. volume 6M:   0.000
Avg. price 1Y:   0.352
Avg. volume 1Y:   0.000
Volatility 1M:   140.16%
Volatility 6M:   137.69%
Volatility 1Y:   130.56%
Volatility 3Y:   -