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Goldman Sachs Put 250 ZURN 20.12..../  DE000GP7LT49  /

EUWAX
9/17/2024  10:54:53 AM Chg.0.000 Bid6:19:40 PM Ask6:19:40 PM Underlying Strike price Expiration date Option type
0.030EUR 0.00% 0.040
Bid Size: 10,000		 0.340
Ask Size: 1,000		 ZURICH INSURANCE N 250.00 CHF 12/20/2024 Put
 

Master data

WKN: GP7LT4
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ZURICH INSURANCE N
Type: Warrant
Option type: Put
Strike price: 250.00 CHF
Maturity: 12/20/2024
Issue date: 7/7/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -161.19
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.86
Historic volatility: 0.15
Parity: -27.58
Time value: 0.34
Break-even: 262.46
Moneyness: 0.49
Premium: 0.52
Premium p.a.: 4.02
Spread abs.: 0.30
Spread %: 833.33%
Delta: -0.03
Theta: -0.09
Omega: -4.99
Rho: -0.05
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.030
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -40.00%
3 Months
  -57.14%
YTD
  -83.33%
1 Year
  -90.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.030
1M High / 1M Low: 0.040 0.030
6M High / 6M Low: 0.130 0.030
High (YTD): 2/1/2024 0.190
Low (YTD): 9/16/2024 0.030
52W High: 10/4/2023 0.340
52W Low: 9/16/2024 0.030
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.066
Avg. volume 6M:   0.000
Avg. price 1Y:   0.130
Avg. volume 1Y:   0.000
Volatility 1M:   315.52%
Volatility 6M:   198.58%
Volatility 1Y:   164.83%
Volatility 3Y:   -