Goldman Sachs Call 450 ZURN 20.09.2024
/ DE000GQ6J0S4
Goldman Sachs Call 450 ZURN 20.09.../ DE000GQ6J0S4 /
| 14/08/2024 10:46:59 |
Chg.+0.34 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.60EUR |
+15.04% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
450.00 CHF |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
05/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.15 |
| Parity: |
1.26 |
| Time value: |
1.18 |
| Break-even: |
497.73 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.15 |
| Spread %: |
6.55% |
| Delta: |
0.65 |
| Theta: |
-0.24 |
| Omega: |
13.00 |
| Rho: |
0.30 |
Quote data
| Open: |
2.60 |
| High: |
2.60 |
| Low: |
2.60 |
| Previous Close: |
2.26 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.93% |
| 1 Month |
|
|
-29.35% |
| 3 Months |
|
|
+39.04% |
| YTD |
|
|
+85.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.32 |
1.76 |
| 1M High / 1M Low: |
4.10 |
1.76 |
| 6M High / 6M Low: |
4.54 |
0.98 |
| High (YTD): |
21/06/2024 |
4.54 |
| Low (YTD): |
12/02/2024 |
0.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.57% |
| Volatility 6M: |
|
212.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
