Goldman Sachs Call 460 ZURN 20.09.2024
/ DE000GG7FHH9
Goldman Sachs Call 460 ZURN 20.09.../ DE000GG7FHH9 /
| 8/14/2024 11:23:27 AM |
Chg.+0.24 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.73EUR |
+16.11% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
460.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
GG7FHH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
4/25/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.15 |
| Parity: |
0.20 |
| Time value: |
1.46 |
| Break-even: |
500.45 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.15 |
| Spread %: |
9.93% |
| Delta: |
0.56 |
| Theta: |
-0.22 |
| Omega: |
16.29 |
| Rho: |
0.26 |
Quote data
| Open: |
1.73 |
| High: |
1.73 |
| Low: |
1.73 |
| Previous Close: |
1.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.08% |
| 1 Month |
|
|
-39.72% |
| 3 Months |
|
|
+30.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
0.97 |
| 1M High / 1M Low: |
3.04 |
0.97 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
301.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
