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Goldman Sachs Put 250 ZURN 20.09..../  DE000GQ7QS84  /

EUWAX
16/07/2024  10:28:53 Chg.0.000 Bid12:58:50 Ask12:58:50 Underlying Strike price Expiration date Option type
0.020EUR 0.00% 0.020
Bid Size: 10,000		 0.320
Ask Size: 500		 ZURICH INSURANCE N 250.00 CHF 20/09/2024 Put
 

Master data

WKN: GQ7QS8
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ZURICH INSURANCE N
Type: Warrant
Option type: Put
Strike price: 250.00 CHF
Maturity: 20/09/2024
Issue date: 20/10/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -155.05
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.95
Historic volatility: 0.15
Parity: -23.19
Time value: 0.32
Break-even: 253.36
Moneyness: 0.53
Premium: 0.48
Premium p.a.: 7.78
Spread abs.: 0.30
Spread %: 2,000.00%
Delta: -0.03
Theta: -0.11
Omega: -5.38
Rho: -0.04
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.020
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -33.33%
3 Months
  -75.00%
YTD
  -83.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.020
1M High / 1M Low: 0.030 0.010
6M High / 6M Low: 0.130 0.010
High (YTD): 18/01/2024 0.130
Low (YTD): 04/07/2024 0.010
52W High: - -
52W Low: - -
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   0.053
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   424.20%
Volatility 6M:   243.86%
Volatility 1Y:   -
Volatility 3Y:   -