Goldman Sachs Call 500 ZFSVF 20.12.2024
/ DE000GZ691F9
Goldman Sachs Call 500 ZFSVF 20.1.../ DE000GZ691F9 /
8/14/2024 10:32:13 AM |
Chg.+0.100 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.690EUR |
+16.95% |
- Bid Size: - |
- Ask Size: - |
Zurich Insurance Gro... |
500.00 - |
12/20/2024 |
Call |
Master data
WKN: |
GZ691F |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Zurich Insurance Group Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
500.00 - |
Maturity: |
12/20/2024 |
Issue date: |
12/30/2022 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
63.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.40 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.10 |
Historic volatility: |
0.15 |
Parity: |
-1.41 |
Time value: |
0.76 |
Break-even: |
507.60 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.21 |
Spread %: |
38.18% |
Delta: |
0.40 |
Theta: |
-0.06 |
Omega: |
25.58 |
Rho: |
0.66 |
Quote data
Open: |
0.690 |
High: |
0.690 |
Low: |
0.690 |
Previous Close: |
0.590 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+86.49% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
+1.47% |
YTD |
|
|
+30.19% |
1 Year |
|
|
+23.21% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.370 |
1M High / 1M Low: |
1.380 |
0.370 |
6M High / 6M Low: |
1.550 |
0.360 |
High (YTD): |
6/25/2024 |
1.550 |
Low (YTD): |
2/14/2024 |
0.320 |
52W High: |
6/25/2024 |
1.550 |
52W Low: |
2/14/2024 |
0.320 |
Avg. price 1W: |
|
0.584 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.872 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.002 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.788 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
383.73% |
Volatility 6M: |
|
225.42% |
Volatility 1Y: |
|
181.72% |
Volatility 3Y: |
|
- |