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Goldman Sachs Call 500 ZFSVF 20.1.../  DE000GZ691F9  /

EUWAX
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:   -