Goldman Sachs Put 30 BAC 21.06.20.../  DE000GP24NF2  /

EUWAX
2024-05-24  10:26:51 AM Chg.+0.001 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.002EUR +100.00% -
Bid Size: -
-
Ask Size: -
VERIZON COMM. INC. D... 30.00 - 2024-06-21 Put
 

Master data

WKN: GP24NF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 30.00 -
Maturity: 2024-06-21
Issue date: 2023-04-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -366.37
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.22
Parity: -0.66
Time value: 0.01
Break-even: 29.90
Moneyness: 0.82
Premium: 0.18
Premium p.a.: 8.79
Spread abs.: 0.01
Spread %: 400.00%
Delta: -0.05
Theta: -0.01
Omega: -17.95
Rho: 0.00
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -33.33%
3 Months
  -81.82%
YTD
  -93.33%
1 Year
  -98.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.003 0.001
6M High / 6M Low: 0.040 0.001
High (YTD): 2024-01-02 0.025
Low (YTD): 2024-05-23 0.001
52W High: 2023-07-17 0.230
52W Low: 2024-05-23 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.014
Avg. volume 6M:   0.000
Avg. price 1Y:   0.074
Avg. volume 1Y:   0.000
Volatility 1M:   606.72%
Volatility 6M:   317.18%
Volatility 1Y:   257.18%
Volatility 3Y:   -