Goldman Sachs Put 350 ZURN 18.10.2024
/ DE000GJ1R493
Goldman Sachs Put 350 ZURN 18.10..../ DE000GJ1R493 /
| 17/09/2024 11:13:36 |
Chg.0.000 |
Bid17:30:15 |
Ask17:30:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.020EUR |
0.00% |
0.020
Bid Size: 10,000 |
0.320
Ask Size: 1,000 |
ZURICH INSURANCE N |
350.00 CHF |
18/10/2024 |
Put |
Master data
| WKN: |
GJ1R49 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 CHF |
| Maturity: |
18/10/2024 |
| Issue date: |
05/08/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-165.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.15 |
| Parity: |
-16.94 |
| Time value: |
0.33 |
| Break-even: |
368.88 |
| Moneyness: |
0.69 |
| Premium: |
0.32 |
| Premium p.a.: |
25.03 |
| Spread abs.: |
0.30 |
| Spread %: |
1,111.11% |
| Delta: |
-0.05 |
| Theta: |
-0.23 |
| Omega: |
-8.57 |
| Rho: |
-0.03 |
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 |
|
|
-33.33% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.030 |
0.020 |
| 1M High / 1M Low: |
0.040 |
0.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
