Goldman Sachs Put 25 VZ 16.01.202.../  DE000GG37FK9  /

EUWAX
11/11/2024  10:20:56 AM Chg.- Bid11:14:10 AM Ask11:14:10 AM Underlying Strike price Expiration date Option type
0.036EUR - 0.038
Bid Size: 30,000
0.068
Ask Size: 30,000
Verizon Communicatio... 25.00 USD 1/16/2026 Put
 

Master data

WKN: GG37FK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Put
Strike price: 25.00 USD
Maturity: 1/16/2026
Issue date: 2/9/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -82.45
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.19
Parity: -1.45
Time value: 0.05
Break-even: 22.99
Moneyness: 0.62
Premium: 0.39
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 17.95%
Delta: -0.06
Theta: 0.00
Omega: -5.12
Rho: -0.03
 

Quote data

Open: 0.036
High: 0.036
Low: 0.036
Previous Close: 0.038
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -2.70%
3 Months
  -41.94%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.036
1M High / 1M Low: 0.040 0.033
6M High / 6M Low: 0.080 0.033
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.051
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.55%
Volatility 6M:   126.35%
Volatility 1Y:   -
Volatility 3Y:   -