Goldman Sachs Put 300 ZURN 20.09.2024
/ DE000GQ7QU23
Goldman Sachs Put 300 ZURN 20.09..../ DE000GQ7QU23 /
14/08/2024 11:20:30 |
Chg.0.000 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.020EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
ZURICH INSURANCE N |
300.00 CHF |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
20/10/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-151.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.91 |
Historic volatility: |
0.15 |
Parity: |
-17.03 |
Time value: |
0.32 |
Break-even: |
312.35 |
Moneyness: |
0.65 |
Premium: |
0.36 |
Premium p.a.: |
19.34 |
Spread abs.: |
0.30 |
Spread %: |
1,428.57% |
Delta: |
-0.05 |
Theta: |
-0.19 |
Omega: |
-7.43 |
Rho: |
-0.03 |
Quote data
Open: |
0.020 |
High: |
0.020 |
Low: |
0.020 |
Previous Close: |
0.020 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-33.33% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-66.67% |
YTD |
|
|
-91.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.030 |
0.020 |
1M High / 1M Low: |
0.060 |
0.020 |
6M High / 6M Low: |
0.170 |
0.020 |
High (YTD): |
05/01/2024 |
0.250 |
Low (YTD): |
14/08/2024 |
0.020 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.024 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.029 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.067 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
509.74% |
Volatility 6M: |
|
240.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |