Goldman Sachs Put 42 VZ 20.09.202.../  DE000GG3XB14  /

EUWAX
26/07/2024  11:13:20 Chg.-0.020 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.200EUR -9.09% -
Bid Size: -
-
Ask Size: -
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: -18.65
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.18
Implied volatility: 0.18
Historic volatility: 0.20
Parity: 0.18
Time value: 0.02
Break-even: 36.71
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 2.59%
Delta: -0.72
Theta: 0.00
Omega: -13.35
Rho: -0.04
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month     0.00%
3 Months
  -39.39%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.130
1M High / 1M Low: 0.290 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   424.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -