Goldman Sachs Put 45 VZ 20.06.2025
/ DE000GG3D666
Goldman Sachs Put 45 VZ 20.06.202.../ DE000GG3D666 /
| 2024-07-25 10:58:17 AM |
Chg.-0.050 |
Bid2024-07-25 |
Ask2024-07-25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-7.58% |
0.610
Bid Size: 50,000 |
0.640
Ask Size: 50,000 |
Verizon Communicatio... |
45.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
GG3D66 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
0.49 |
| Time value: |
0.13 |
| Break-even: |
35.30 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.32% |
| Delta: |
-0.58 |
| Theta: |
0.00 |
| Omega: |
-3.42 |
| Rho: |
-0.25 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.79% |
| 1 Month |
|
|
+7.02% |
| 3 Months |
|
|
-11.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.470 |
| 1M High / 1M Low: |
0.670 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.550 |
| Avg. volume 1M: |
|
23.810 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
