Goldman Sachs Call 560 ZURN 16.08.2024
/ DE000GJ0F9M3
Goldman Sachs Call 560 ZURN 16.08.../ DE000GJ0F9M3 /
| 7/16/2024 9:21:43 AM |
Chg.-0.010 |
Bid2:36:59 PM |
Ask2:36:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.020EUR |
-33.33% |
0.010
Bid Size: 10,000 |
0.210
Ask Size: 3,000 |
ZURICH INSURANCE N |
560.00 CHF |
8/16/2024 |
Call |
Master data
| WKN: |
GJ0F9M |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 CHF |
| Maturity: |
8/16/2024 |
| Issue date: |
7/9/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
234.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.15 |
| Parity: |
-8.62 |
| Time value: |
0.21 |
| Break-even: |
576.66 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
6.07 |
| Spread abs.: |
0.20 |
| Spread %: |
2,500.00% |
| Delta: |
0.09 |
| Theta: |
-0.14 |
| Omega: |
20.26 |
| Rho: |
0.03 |
Quote data
| Open: |
0.020 |
| High: |
0.020 |
| Low: |
0.020 |
| Previous Close: |
0.030 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.030 |
0.010 |
| 1M High / 1M Low: |
- |
- |
| 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: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
