Goldman Sachs Put 45 VZ 21.03.2025
/ DE000GG993N6
Goldman Sachs Put 45 VZ 21.03.202.../ DE000GG993N6 /
| 11/19/2024 10:14:54 AM |
Chg.-0.060 |
Bid4:00:55 PM |
Ask4:00:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-14.63% |
0.370
Bid Size: 150,000 |
0.380
Ask Size: 150,000 |
Verizon Communicatio... |
45.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
GG993N |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
6/7/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
0.26 |
| Time value: |
0.10 |
| Break-even: |
38.92 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
-0.62 |
| Theta: |
-0.01 |
| Omega: |
-6.95 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.57% |
| 1 Month |
|
|
+29.63% |
| 3 Months |
|
|
-30.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.410 |
| 1M High / 1M Low: |
0.490 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.399 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
