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

EUWAX
12/07/2024  11:29:13 Chg.-0.004 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.047EUR -7.84% -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 30.00 - 20/06/2025 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: 20/06/2025
Issue date: 29/06/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -74.48
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.21
Parity: -0.80
Time value: 0.05
Break-even: 29.49
Moneyness: 0.79
Premium: 0.22
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 10.87%
Delta: -0.11
Theta: 0.00
Omega: -7.88
Rho: -0.04
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.051
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.55%
1 Month
  -41.25%
3 Months
  -47.78%
YTD
  -68.67%
1 Year
  -81.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.052 0.047
1M High / 1M Low: 0.080 0.047
6M High / 6M Low: 0.120 0.047
High (YTD): 12/01/2024 0.130
Low (YTD): 12/07/2024 0.047
52W High: 18/10/2023 0.360
52W Low: 12/07/2024 0.047
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.061
Avg. volume 1M:   0.000
Avg. price 6M:   0.081
Avg. volume 6M:   0.000
Avg. price 1Y:   0.160
Avg. volume 1Y:   0.000
Volatility 1M:   103.47%
Volatility 6M:   126.49%
Volatility 1Y:   120.72%
Volatility 3Y:   -