Goldman Sachs Call 400 ZURN 20.09.2024
/ DE000GQ54BP1
Goldman Sachs Call 400 ZURN 20.09.../ DE000GQ54BP1 /
| 7/15/2024 11:32:42 AM |
Chg.- |
Bid12:34:07 PM |
Ask12:34:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.08EUR |
- |
7.79
Bid Size: 3,000 |
7.94
Ask Size: 1,000 |
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: |
5.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.07 |
| Intrinsic value: |
7.80 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.15 |
| Parity: |
7.80 |
| Time value: |
0.77 |
| Break-even: |
496.11 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.20 |
| Spread %: |
2.39% |
| Delta: |
0.88 |
| Theta: |
-0.15 |
| Omega: |
5.02 |
| Rho: |
0.62 |
Quote data
| Open: |
9.08 |
| High: |
9.08 |
| Low: |
9.08 |
| Previous Close: |
8.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.55% |
| 1 Month |
|
|
+14.79% |
| 3 Months |
|
|
+55.75% |
| YTD |
|
|
+90.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.08 |
8.14 |
| 1M High / 1M Low: |
9.35 |
7.56 |
| 6M High / 6M Low: |
9.42 |
3.98 |
| High (YTD): |
3/21/2024 |
9.42 |
| Low (YTD): |
2/12/2024 |
3.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.39% |
| Volatility 6M: |
|
105.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
