Goldman Sachs Put 45 VZ 17.01.2025
/ DE000GG3D682
Goldman Sachs Put 45 VZ 17.01.202.../ DE000GG3D682 /
18/10/2024 10:03:53 |
Chg.+0.010 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
+4.55% |
- Bid Size: - |
- Ask Size: - |
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: |
-18.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.23 |
Historic volatility: |
0.20 |
Parity: |
0.09 |
Time value: |
0.13 |
Break-even: |
39.21 |
Moneyness: |
1.02 |
Premium: |
0.03 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
2.33% |
Delta: |
-0.53 |
Theta: |
-0.01 |
Omega: |
-9.72 |
Rho: |
-0.06 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.220 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.86% |
1 Month |
|
|
-11.54% |
3 Months |
|
|
-42.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.220 |
1M High / 1M Low: |
0.280 |
0.200 |
6M High / 6M Low: |
0.670 |
0.200 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.234 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.233 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.456 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.29% |
Volatility 6M: |
|
129.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |