Goldman Sachs Call 650 ZURN 20.12.../  DE000GG688V5  /

EUWAX
18/10/2024  09:50:42 Chg.-0.010 Bid17:30:13 Ask17:30:13 Underlying Strike price Expiration date Option type
0.010EUR -50.00% 0.010
Bid Size: 10,000
0.210
Ask Size: 2,000
ZURICH INSURANCE N 650.00 CHF 20/12/2024 Call
 

Master data

WKN: GG688V
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ZURICH INSURANCE N
Type: Warrant
Option type: Call
Strike price: 650.00 CHF
Maturity: 20/12/2024
Issue date: 17/04/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 261.03
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.15
Parity: -13.44
Time value: 0.21
Break-even: 695.11
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 2.55
Spread abs.: 0.20
Spread %: 1,428.57%
Delta: 0.07
Theta: -0.08
Omega: 17.75
Rho: 0.06
 

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
  -50.00%
3 Months
  -50.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.020
1M High / 1M Low: 0.020 0.010
6M High / 6M Low: 0.070 0.010
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.022
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   553.67%
Volatility 6M:   551.16%
Volatility 1Y:   -
Volatility 3Y:   -