Goldman Sachs Put 45 VZ 16.01.2026
/ DE000GG3D1C6
Goldman Sachs Put 45 VZ 16.01.202.../ DE000GG3D1C6 /
9/18/2024 10:09:23 AM |
Chg.+0.050 |
Bid4:24:18 PM |
Ask4:24:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
+10.42% |
0.530 Bid Size: 100,000 |
0.540 Ask Size: 10,000 |
Verizon Communicatio... |
45.00 USD |
1/16/2026 |
Put |
Master data
WKN: |
GG3D1C |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
2/5/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.08 |
Implied volatility: |
0.33 |
Historic volatility: |
0.20 |
Parity: |
0.08 |
Time value: |
0.46 |
Break-even: |
35.05 |
Moneyness: |
1.02 |
Premium: |
0.12 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.93% |
Delta: |
-0.40 |
Theta: |
0.00 |
Omega: |
-2.93 |
Rho: |
-0.28 |
Quote data
Open: |
0.530 |
High: |
0.530 |
Low: |
0.530 |
Previous Close: |
0.480 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.64% |
1 Month |
|
|
-24.29% |
3 Months |
|
|
-31.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.480 |
1M High / 1M Low: |
0.670 |
0.480 |
6M High / 6M Low: |
0.810 |
0.480 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.522 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.605 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.691 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.63% |
Volatility 6M: |
|
71.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |