Goldman Sachs Put 38 VZ 21.02.202.../  DE000GJ9EZY2  /

EUWAX
1/23/2025  9:02:51 AM Chg.+0.010 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.080EUR +14.29% -
Bid Size: -
-
Ask Size: -
Verizon Communicatio... 38.00 USD 2/21/2025 Put
 

Master data

WKN: GJ9EZY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Put
Strike price: 38.00 USD
Maturity: 2/21/2025
Issue date: 1/14/2025
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -46.78
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -0.09
Time value: 0.08
Break-even: 35.71
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.76
Spread abs.: 0.01
Spread %: 6.67%
Delta: -0.36
Theta: -0.02
Omega: -16.76
Rho: -0.01
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.070
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.085
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -