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Goldman Sachs Put 35 VZ 20.06.202.../  DE000GP7XFR4  /

EUWAX
2024-07-25  11:23:21 AM Chg.-0.020 Bid5:22:05 PM Ask5:22:05 PM Underlying Strike price Expiration date Option type
0.130EUR -13.33% 0.110
Bid Size: 100,000		 0.120
Ask Size: 100,000		 Verizon Communicatio... 35.00 USD 2025-06-20 Put
 

Master data

WKN: GP7XFR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Put
Strike price: 35.00 USD
Maturity: 2025-06-20
Issue date: 2023-07-14
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -27.11
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -0.43
Time value: 0.14
Break-even: 30.94
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 3.85%
Delta: -0.22
Theta: 0.00
Omega: -6.09
Rho: -0.09
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.00%
1 Month
  -7.14%
3 Months
  -35.00%
YTD
  -56.67%
1 Year
  -71.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.100
1M High / 1M Low: 0.150 0.100
6M High / 6M Low: 0.220 0.100
High (YTD): 2024-01-12 0.260
Low (YTD): 2024-07-22 0.100
52W High: 2023-10-13 0.640
52W Low: 2024-07-22 0.100
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.125
Avg. volume 1M:   0.000
Avg. price 6M:   0.172
Avg. volume 6M:   0.000
Avg. price 1Y:   0.295
Avg. volume 1Y:   0.000
Volatility 1M:   173.08%
Volatility 6M:   113.40%
Volatility 1Y:   102.10%
Volatility 3Y:   -