Goldman Sachs Call 420 ZURN 20.12.2024
/ DE000GG74MZ6
Goldman Sachs Call 420 ZURN 20.12.../ DE000GG74MZ6 /
| 7/16/2024 11:24:34 AM |
Chg.-0.99 |
Bid5:20:03 PM |
Ask5:20:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.40EUR |
-13.40% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
420.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
GG74MZ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
4/30/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.57 |
| Intrinsic value: |
5.75 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
5.75 |
| Time value: |
1.18 |
| Break-even: |
500.23 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.20 |
| Spread %: |
2.97% |
| Delta: |
0.86 |
| Theta: |
-0.08 |
| Omega: |
6.06 |
| Rho: |
1.51 |
Quote data
| Open: |
6.40 |
| High: |
6.40 |
| Low: |
6.40 |
| Previous Close: |
7.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.79% |
| 1 Month |
|
|
+0.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.43 |
6.35 |
| 1M High / 1M Low: |
7.71 |
6.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
