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

EUWAX
7/4/2024  10:54:41 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.190EUR - -
Bid Size: -
-
Ask Size: -
Verizon Communicatio... 42.00 USD 9/20/2024 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: 9/20/2024
Issue date: 2/19/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -18.65
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.08
Implied volatility: 0.25
Historic volatility: 0.22
Parity: 0.08
Time value: 0.12
Break-even: 36.81
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 3.55%
Delta: -0.52
Theta: -0.01
Omega: -9.76
Rho: -0.05
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.64%
1 Month     0.00%
3 Months
  -13.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.190
1M High / 1M Low: 0.320 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.238
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -