Goldman Sachs Put 40 VZ 18.10.2024
/ DE000GG9XJX1
Goldman Sachs Put 40 VZ 18.10.202.../ DE000GG9XJX1 /
| 9/6/2024 9:52:53 AM |
Chg.0.000 |
Bid7:22:35 PM |
Ask7:22:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.060EUR |
0.00% |
0.063
Bid Size: 200,000 |
0.065
Ask Size: 200,000 |
Verizon Communicatio... |
40.00 USD |
10/18/2024 |
Put |
Master data
| WKN: |
GG9XJX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
6/21/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-56.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
-0.12 |
| Time value: |
0.07 |
| Break-even: |
35.34 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
8.20% |
| Delta: |
-0.32 |
| Theta: |
-0.01 |
| Omega: |
-17.80 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.060 |
| High: |
0.060 |
| Low: |
0.060 |
| Previous Close: |
0.060 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-64.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.060 |
0.024 |
| 1M High / 1M Low: |
0.170 |
0.024 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
581.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
