Goldman Sachs Call 520 ZURN 20.12.2024
/ DE000GJ1M5A6
Goldman Sachs Call 520 ZURN 20.12.../ DE000GJ1M5A6 /
| 10/18/2024 10:34:04 AM |
Chg.-0.05 |
Bid4:47:35 PM |
Ask4:47:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.81EUR |
-2.69% |
1.81
Bid Size: 10,000 |
1.86
Ask Size: 10,000 |
ZURICH INSURANCE N |
520.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
GJ1M5A |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
8/2/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.15 |
| Parity: |
0.42 |
| Time value: |
1.45 |
| Break-even: |
573.07 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.20 |
| Spread %: |
11.98% |
| Delta: |
0.59 |
| Theta: |
-0.14 |
| Omega: |
17.66 |
| Rho: |
0.54 |
Quote data
| Open: |
1.81 |
| High: |
1.81 |
| Low: |
1.81 |
| Previous Close: |
1.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.16% |
| 1 Month |
|
|
+54.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.86 |
1.38 |
| 1M High / 1M Low: |
1.86 |
0.71 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
295.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
