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Goldman Sachs Put 300 ZURN 20.09..../  DE000GQ7QU23  /

EUWAX
7/16/2024  10:28:56 AM Chg.+0.010 Bid5:20:03 PM Ask5:20:03 PM Underlying Strike price Expiration date Option type
0.040EUR +33.33% -
Bid Size: -		 -
Ask Size: -		 ZURICH INSURANCE N 300.00 CHF 9/20/2024 Put
 

Master data

WKN: GQ7QU2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ZURICH INSURANCE N
Type: Warrant
Option type: Put
Strike price: 300.00 CHF
Maturity: 9/20/2024
Issue date: 10/20/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -149.82
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.15
Parity: -18.06
Time value: 0.33
Break-even: 304.55
Moneyness: 0.63
Premium: 0.38
Premium p.a.: 4.85
Spread abs.: 0.30
Spread %: 1,204.00%
Delta: -0.05
Theta: -0.11
Omega: -6.99
Rho: -0.05
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.030
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month
  -20.00%
3 Months
  -71.43%
YTD
  -83.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.030
1M High / 1M Low: 0.050 0.030
6M High / 6M Low: 0.220 0.030
High (YTD): 1/5/2024 0.250
Low (YTD): 7/15/2024 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   0.098
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.90%
Volatility 6M:   129.07%
Volatility 1Y:   -
Volatility 3Y:   -