Goldman Sachs Put 30 VZ 16.01.202.../  DE000GG2YBB7  /

EUWAX
17/07/2024  10:09:10 Chg.0.000 Bid13:06:08 Ask13:06:08 Underlying Strike price Expiration date Option type
0.100EUR 0.00% 0.100
Bid Size: 30,000
0.130
Ask Size: 30,000
Verizon Communicatio... 30.00 USD 16/01/2026 Put
 

Master data

WKN: GG2YBB
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Put
Strike price: 30.00 USD
Maturity: 16/01/2026
Issue date: 01/02/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -35.87
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.20
Parity: -1.05
Time value: 0.11
Break-even: 26.46
Moneyness: 0.72
Premium: 0.30
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 4.95%
Delta: -0.12
Theta: 0.00
Omega: -4.37
Rho: -0.09
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -28.57%
3 Months
  -37.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.100
1M High / 1M Low: 0.140 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.117
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -