Goldman Sachs Call 550 ZURN 20.09.../  DE000GG1KJT3  /

EUWAX
17/09/2024  09:37:24 Chg.0.000 Bid17:30:15 Ask17:30:15 Underlying Strike price Expiration date Option type
0.010EUR 0.00% 0.010
Bid Size: 10,000
0.310
Ask Size: 1,000
ZURICH INSURANCE N 550.00 CHF 20/09/2024 Call
 

Master data

WKN: GG1KJT
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ZURICH INSURANCE N
Type: Warrant
Option type: Call
Strike price: 550.00 CHF
Maturity: 20/09/2024
Issue date: 28/12/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 174.15
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.15
Parity: -4.32
Time value: 0.31
Break-even: 587.92
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.00
Spread abs.: 0.30
Spread %: 3,355.56%
Delta: 0.16
Theta: -1.58
Omega: 27.11
Rho: 0.01
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+11.11%
3 Months
  -85.71%
YTD
  -90.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.010
1M High / 1M Low: 0.010 0.009
6M High / 6M Low: 0.190 0.009
High (YTD): 28/03/2024 0.190
Low (YTD): 20/08/2024 0.009
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.061
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   39.28%
Volatility 6M:   338.42%
Volatility 1Y:   -
Volatility 3Y:   -