Goldman Sachs Put 45 VZ 17.01.2025
/ DE000GG3D682
Goldman Sachs Put 45 VZ 17.01.202.../ DE000GG3D682 /
| 18/09/2024 10:09:28 |
Chg.+0.040 |
Bid15:54:50 |
Ask15:54:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+18.18% |
0.270
Bid Size: 150,000 |
0.280
Ask Size: 150,000 |
Verizon Communicatio... |
45.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
GG3D68 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
05/02/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.08 |
| Time value: |
0.19 |
| Break-even: |
37.76 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
-0.49 |
| Theta: |
-0.01 |
| Omega: |
-7.22 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.34% |
| 1 Month |
|
|
-49.02% |
| 3 Months |
|
|
-58.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.220 |
| 1M High / 1M Low: |
0.480 |
0.220 |
| 6M High / 6M Low: |
0.670 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.375 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.513 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.22% |
| Volatility 6M: |
|
123.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
