Goldman Sachs Put 45 VZ 21.06.2024
/ DE000GG3D674
Goldman Sachs Put 45 VZ 21.06.202.../ DE000GG3D674 /
2024-05-24 11:14:22 AM |
Chg.+0.040 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
+8.33% |
- Bid Size: - |
- Ask Size: - |
Verizon Communicatio... |
45.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
GG3D67 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-02-05 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.48 |
Implied volatility: |
0.35 |
Historic volatility: |
0.22 |
Parity: |
0.48 |
Time value: |
0.01 |
Break-even: |
36.58 |
Moneyness: |
1.13 |
Premium: |
0.00 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.01 |
Spread %: |
1.03% |
Delta: |
-0.89 |
Theta: |
-0.01 |
Omega: |
-6.64 |
Rho: |
-0.03 |
Quote data
Open: |
0.520 |
High: |
0.520 |
Low: |
0.520 |
Previous Close: |
0.480 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.18% |
1 Month |
|
|
-1.89% |
3 Months |
|
|
+15.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.450 |
1M High / 1M Low: |
0.570 |
0.410 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.478 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.487 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |