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

EUWAX
8/9/2024  10:27:35 AM Chg.-0.005 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.054EUR -8.47% -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 30.00 - 6/20/2025 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: 6/20/2025
Issue date: 6/29/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -67.87
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.20
Parity: -0.73
Time value: 0.06
Break-even: 29.45
Moneyness: 0.80
Premium: 0.21
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 10.00%
Delta: -0.12
Theta: 0.00
Omega: -7.94
Rho: -0.04
 

Quote data

Open: 0.054
High: 0.054
Low: 0.054
Previous Close: 0.059
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.58%
1 Month  
+5.88%
3 Months
  -32.50%
YTD
  -64.00%
1 Year
  -81.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.054
1M High / 1M Low: 0.070 0.040
6M High / 6M Low: 0.100 0.040
High (YTD): 1/12/2024 0.130
Low (YTD): 7/18/2024 0.040
52W High: 10/18/2023 0.360
52W Low: 7/18/2024 0.040
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   0.000
Avg. price 6M:   0.075
Avg. volume 6M:   0.000
Avg. price 1Y:   0.141
Avg. volume 1Y:   0.000
Volatility 1M:   227.41%
Volatility 6M:   142.14%
Volatility 1Y:   128.27%
Volatility 3Y:   -