Goldman Sachs Call 480 ZURN
/ DE000GJ2FMA2
Goldman Sachs Call 480 ZURN/ DE000GJ2FMA2 /
| 10/17/2024 3:09:55 PM |
Chg.- |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.13EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
480.00 CHF |
10/18/2024 |
Call |
Master data
| WKN: |
GJ2FMA |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 CHF |
| Maturity: |
10/18/2024 |
| Issue date: |
8/13/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.22 |
| Intrinsic value: |
4.22 |
| Implied volatility: |
2.22 |
| Historic volatility: |
0.15 |
| Parity: |
4.22 |
| Time value: |
0.91 |
| Break-even: |
561.91 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.50 |
| Spread %: |
10.80% |
| Delta: |
0.77 |
| Theta: |
-9.77 |
| Omega: |
8.31 |
| Rho: |
0.01 |
Quote data
| Open: |
4.58 |
| High: |
5.13 |
| Low: |
4.58 |
| Previous Close: |
4.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.91% |
| 1 Month |
|
|
+36.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.13 |
4.14 |
| 1M High / 1M Low: |
5.13 |
2.58 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
