Goldman Sachs Call 450 ZURN 21.03.2025
/ DE000GG5LFW4
Goldman Sachs Call 450 ZURN 21.03.../ DE000GG5LFW4 /
| 10/18/2024 10:47:32 AM |
Chg.+0.05 |
Bid9:01:27 PM |
Ask9:01:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.77EUR |
+0.57% |
8.80
Bid Size: 2,000 |
9.00
Ask Size: 2,000 |
ZURICH INSURANCE N |
450.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
GG5LFW |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
3/22/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.63 |
| Intrinsic value: |
7.89 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
7.89 |
| Time value: |
0.83 |
| Break-even: |
566.95 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.20 |
| Spread %: |
2.35% |
| Delta: |
0.93 |
| Theta: |
-0.06 |
| Omega: |
5.99 |
| Rho: |
1.84 |
Quote data
| Open: |
8.77 |
| High: |
8.77 |
| Low: |
8.77 |
| Previous Close: |
8.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.45% |
| 1 Month |
|
|
+22.83% |
| 3 Months |
|
|
+86.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.72 |
7.94 |
| 1M High / 1M Low: |
8.72 |
6.27 |
| 6M High / 6M Low: |
8.72 |
2.51 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.40% |
| Volatility 6M: |
|
110.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
