Goldman Sachs Call 420 ZURN 20.09.2024
/ DE000GQ9E5N6
Goldman Sachs Call 420 ZURN 20.09.../ DE000GQ9E5N6 /
| 17/09/2024 09:18:26 |
Chg.+0.45 |
Bid16:26:58 |
Ask16:26:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.04EUR |
+4.69% |
9.74
Bid Size: 1,000 |
10.04
Ask Size: 500 |
ZURICH INSURANCE N |
420.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
GQ9E5N |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.51 |
| Intrinsic value: |
9.50 |
| Implied volatility: |
2.32 |
| Historic volatility: |
0.15 |
| Parity: |
9.50 |
| Time value: |
1.02 |
| Break-even: |
551.78 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
8.65 |
| Spread abs.: |
0.50 |
| Spread %: |
4.99% |
| Delta: |
0.85 |
| Theta: |
-4.53 |
| Omega: |
4.36 |
| Rho: |
0.03 |
Quote data
| Open: |
10.04 |
| High: |
10.04 |
| Low: |
10.04 |
| Previous Close: |
9.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.47% |
| 1 Month |
|
|
+50.75% |
| 3 Months |
|
|
+67.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.59 |
8.46 |
| 1M High / 1M Low: |
9.59 |
6.47 |
| 6M High / 6M Low: |
9.59 |
3.35 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.69% |
| Volatility 6M: |
|
110.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
