Goldman Sachs Put 25 VZ 16.01.202.../  DE000GG37FK9  /

EUWAX
2024-06-21  9:53:16 AM Chg.+0.008 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.070EUR +12.90% -
Bid Size: -
-
Ask Size: -
Verizon Communicatio... 25.00 USD 2026-01-16 Put
 

Master data

WKN: GG37FK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Put
Strike price: 25.00 USD
Maturity: 2026-01-16
Issue date: 2024-02-09
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -55.35
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.22
Parity: -1.43
Time value: 0.07
Break-even: 22.70
Moneyness: 0.62
Premium: 0.40
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 11.48%
Delta: -0.08
Theta: 0.00
Omega: -4.21
Rho: -0.06
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.062
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.060
1M High / 1M Low: 0.080 0.058
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.066
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -