Goldman Sachs Call 450 ZURN 20.09.2024
/ DE000GQ6J0S4
Goldman Sachs Call 450 ZURN 20.09.../ DE000GQ6J0S4 /
| 9/17/2024 10:06:29 AM |
Chg.+0.46 |
Bid4:26:51 PM |
Ask4:26:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.85EUR |
+7.20% |
6.56
Bid Size: 1,000 |
6.86
Ask Size: 500 |
ZURICH INSURANCE N |
450.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
GQ6J0S |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
10/5/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.33 |
| Intrinsic value: |
6.31 |
| Implied volatility: |
1.75 |
| Historic volatility: |
0.15 |
| Parity: |
6.31 |
| Time value: |
1.02 |
| Break-even: |
551.78 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
8.64 |
| Spread abs.: |
0.50 |
| Spread %: |
7.32% |
| Delta: |
0.81 |
| Theta: |
-3.99 |
| Omega: |
5.95 |
| Rho: |
0.03 |
Quote data
| Open: |
6.85 |
| High: |
6.85 |
| Low: |
6.85 |
| Previous Close: |
6.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.15% |
| 1 Month |
|
|
+89.75% |
| 3 Months |
|
|
+105.09% |
| YTD |
|
|
+389.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.39 |
5.23 |
| 1M High / 1M Low: |
6.39 |
3.53 |
| 6M High / 6M Low: |
6.39 |
1.45 |
| High (YTD): |
9/16/2024 |
6.39 |
| Low (YTD): |
2/12/2024 |
0.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.52% |
| Volatility 6M: |
|
172.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
