Goldman Sachs Call 460 ZURN 16.08.2024
/ DE000GG8UUR8
Goldman Sachs Call 460 ZURN 16.08.../ DE000GG8UUR8 /
| 2024-07-04 9:46:00 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
460.00 CHF |
2024-08-16 |
Call |
Master data
| WKN: |
GG8UUR |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 CHF |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-30 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
0.83 |
| Time value: |
1.42 |
| Break-even: |
496.26 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.15 |
| Spread %: |
7.14% |
| Delta: |
0.61 |
| Theta: |
-0.23 |
| Omega: |
13.13 |
| Rho: |
0.31 |
Quote data
| Open: |
2.03 |
| High: |
2.03 |
| Low: |
2.03 |
| Previous Close: |
2.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.25% |
| 1 Month |
|
|
-21.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.66 |
2.03 |
| 1M High / 1M Low: |
3.15 |
2.03 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
