Goldman Sachs Put 350 ZURN 15.11.2024
/ DE000GJ2SWX6
Goldman Sachs Put 350 ZURN 15.11..../ DE000GJ2SWX6 /
| 18/10/2024 11:13:40 |
Chg.-0.010 |
Bid18/10/2024 |
Ask18/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.020EUR |
-33.33% |
0.020
Bid Size: 10,000 |
0.320
Ask Size: 2,000 |
ZURICH INSURANCE N |
350.00 CHF |
15/11/2024 |
Put |
Master data
| WKN: |
GJ2SWX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 CHF |
| Maturity: |
15/11/2024 |
| Issue date: |
26/08/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-171.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.15 |
| Parity: |
-18.55 |
| Time value: |
0.33 |
| Break-even: |
369.88 |
| Moneyness: |
0.67 |
| Premium: |
0.34 |
| Premium p.a.: |
43.44 |
| Spread abs.: |
0.30 |
| Spread %: |
1,153.85% |
| Delta: |
-0.05 |
| Theta: |
-0.26 |
| Omega: |
-8.21 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.020 |
| High: |
0.020 |
| Low: |
0.020 |
| Previous Close: |
0.030 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-66.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.030 |
0.030 |
| 1M High / 1M Low: |
0.060 |
0.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.030 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.040 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
