Goldman Sachs Call 400 ZURN 20.09.2024
/ DE000GQ54BP1
Goldman Sachs Call 400 ZURN 20.09.../ DE000GQ54BP1 /
| 9/17/2024 10:21:13 AM |
Chg.+0.32 |
Bid2:30:25 PM |
Ask2:30:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.11EUR |
+2.71% |
12.12
Bid Size: 1,000 |
12.42
Ask Size: 500 |
ZURICH INSURANCE N |
400.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
GQ54BP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
9/21/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.64 |
| Intrinsic value: |
11.63 |
| Implied volatility: |
2.69 |
| Historic volatility: |
0.15 |
| Parity: |
11.63 |
| Time value: |
1.00 |
| Break-even: |
551.62 |
| Moneyness: |
1.27 |
| Premium: |
0.02 |
| Premium p.a.: |
8.30 |
| Spread abs.: |
0.50 |
| Spread %: |
4.12% |
| Delta: |
0.87 |
| Theta: |
-4.77 |
| Omega: |
3.72 |
| Rho: |
0.03 |
Quote data
| Open: |
12.11 |
| High: |
12.11 |
| Low: |
12.11 |
| Previous Close: |
11.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.28% |
| 1 Month |
|
|
+40.65% |
| 3 Months |
|
|
+50.25% |
| YTD |
|
|
+153.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.79 |
10.53 |
| 1M High / 1M Low: |
11.79 |
8.73 |
| 6M High / 6M Low: |
11.79 |
5.03 |
| High (YTD): |
9/16/2024 |
11.79 |
| Low (YTD): |
2/12/2024 |
3.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.91% |
| Volatility 6M: |
|
92.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
