Goldman Sachs Call 500 ZURN
/ DE000GJ1R6N2
Goldman Sachs Call 500 ZURN/ DE000GJ1R6N2 /
| 17/10/2024 18:54:42 |
Chg.- |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.95EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
500.00 CHF |
18/10/2024 |
Call |
Master data
| WKN: |
GJ1R6N |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 CHF |
| Maturity: |
18/10/2024 |
| Issue date: |
05/08/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
2.09 |
| Implied volatility: |
1.36 |
| Historic volatility: |
0.15 |
| Parity: |
2.09 |
| Time value: |
0.72 |
| Break-even: |
559.98 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.30 |
| Spread %: |
11.95% |
| Delta: |
0.72 |
| Theta: |
-6.68 |
| Omega: |
14.14 |
| Rho: |
0.01 |
Quote data
| Open: |
2.53 |
| High: |
2.95 |
| Low: |
2.53 |
| Previous Close: |
2.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.90% |
| 1 Month |
|
|
+94.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.95 |
2.05 |
| 1M High / 1M Low: |
2.95 |
0.88 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
515.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
