Goldman Sachs Put 42 VZ 20.09.2024
/ DE000GG3XB14
Goldman Sachs Put 42 VZ 20.09.202.../ DE000GG3XB14 /
| 16/08/2024 10:13:10 |
Chg.+0.050 |
Bid13:41:07 |
Ask13:41:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+41.67% |
0.180
Bid Size: 50,000 |
0.210
Ask Size: 50,000 |
Verizon Communicatio... |
42.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
GG3XB1 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
19/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.20 |
| Parity: |
0.18 |
| Time value: |
0.02 |
| Break-even: |
36.28 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
-0.75 |
| Theta: |
-0.01 |
| Omega: |
-13.60 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-29.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.120 |
| 1M High / 1M Low: |
0.290 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.176 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
414.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
