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Goldman Sachs Put 30 BAC 20.06.20.../  DE000GP76W16  /

EUWAX
2024-10-16  5:31:12 PM Chg.+0.001 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.025EUR +4.17% -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 30.00 - 2025-06-20 Put
 

Master data

WKN: GP76W1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 30.00 -
Maturity: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -125.59
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.20
Parity: -1.02
Time value: 0.03
Break-even: 29.68
Moneyness: 0.75
Premium: 0.26
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 28.00%
Delta: -0.07
Theta: 0.00
Omega: -8.86
Rho: -0.02
 

Quote data

Open: 0.025
High: 0.025
Low: 0.025
Previous Close: 0.024
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.41%
1 Month
  -16.67%
3 Months
  -44.44%
YTD
  -83.33%
1 Year
  -92.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.029 0.024
1M High / 1M Low: 0.030 0.024
6M High / 6M Low: 0.100 0.024
High (YTD): 2024-01-12 0.130
Low (YTD): 2024-10-15 0.024
52W High: 2023-10-18 0.360
52W Low: 2024-10-15 0.024
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   0.055
Avg. volume 6M:   0.000
Avg. price 1Y:   0.094
Avg. volume 1Y:   0.000
Volatility 1M:   105.84%
Volatility 6M:   171.68%
Volatility 1Y:   153.31%
Volatility 3Y:   -