Goldman Sachs Call 530 ZURN 20.09.2024
/ DE000GJ37CG8
Goldman Sachs Call 530 ZURN 20.09.../ DE000GJ37CG8 /
| 9/17/2024 9:06:09 AM |
Chg.+0.010 |
Bid1:57:11 PM |
Ask1:57:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
+33.33% |
0.040
Bid Size: 10,000 |
0.240
Ask Size: 500 |
ZURICH INSURANCE N |
530.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
GJ37CG |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
530.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
9/3/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
158.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.15 |
| Parity: |
-2.19 |
| Time value: |
0.34 |
| Break-even: |
566.97 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.33 |
| Spread %: |
2,180.00% |
| Delta: |
0.22 |
| Theta: |
-1.37 |
| Omega: |
35.40 |
| Rho: |
0.01 |
Quote data
| Open: |
0.040 |
| High: |
0.040 |
| Low: |
0.040 |
| Previous Close: |
0.030 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.040 |
0.030 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
