Goldman Sachs Put 38 VZ 21.03.202.../  DE000GJ8ZZX1  /

EUWAX
23/01/2025  09:54:21 Chg.0.000 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.090EUR 0.00% -
Bid Size: -
-
Ask Size: -
Verizon Communicatio... 38.00 USD 21/03/2025 Put
 

Master data

WKN: GJ8ZZX
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Put
Strike price: 38.00 USD
Maturity: 21/03/2025
Issue date: 06/01/2025
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -37.42
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -0.09
Time value: 0.10
Break-even: 35.51
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 5.26%
Delta: -0.37
Theta: -0.01
Omega: -13.73
Rho: -0.02
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.77%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.090
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.106
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:   -