Goldman Sachs Call 540 ZURN 20.09.2024
/ DE000GJ02HL1
Goldman Sachs Call 540 ZURN 20.09.../ DE000GJ02HL1 /
| 9/17/2024 9:16:31 AM |
Chg.-0.010 |
Bid4:47:27 PM |
Ask4:47:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
-50.00% |
0.010
Bid Size: 10,000 |
0.110
Ask Size: 10,000 |
ZURICH INSURANCE N |
540.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
GJ02HL |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
7/2/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
169.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.15 |
| Parity: |
-3.26 |
| Time value: |
0.32 |
| Break-even: |
577.37 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.31 |
| Spread %: |
3,887.50% |
| Delta: |
0.18 |
| Theta: |
-1.47 |
| Omega: |
30.71 |
| Rho: |
0.01 |
Quote data
| Open: |
0.010 |
| High: |
0.010 |
| Low: |
0.010 |
| Previous Close: |
0.020 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.020 |
0.020 |
| 1M High / 1M Low: |
0.020 |
0.007 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.014 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
476.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
