Goldman Sachs Call 550 ZURN 20.12.2024
/ DE000GG46DY6
Goldman Sachs Call 550 ZURN 20.12.../ DE000GG46DY6 /
| 14/08/2024 09:21:07 |
Chg.+0.010 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+10.00% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
550.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
GG46DY |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
26/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
164.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
-9.26 |
| Time value: |
0.30 |
| Break-even: |
581.48 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.21 |
| Spread %: |
256.63% |
| Delta: |
0.11 |
| Theta: |
-0.05 |
| Omega: |
17.64 |
| Rho: |
0.17 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.50% |
| 1 Month |
|
|
-56.00% |
| 3 Months |
|
|
-35.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.080 |
| 1M High / 1M Low: |
0.250 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
