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Goldman Sachs Put 400 ZURN 20.09..../  DE000GQ7N7P8  /

EUWAX
15/08/2024  10:20:27 Chg.-0.020 Bid11:57:34 Ask11:57:34 Underlying Strike price Expiration date Option type
0.050EUR -28.57% 0.060
Bid Size: 10,000		 0.210
Ask Size: 1,000		 ZURICH INSURANCE N 400.00 CHF 20/09/2024 Put
 

Master data

WKN: GQ7N7P
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ZURICH INSURANCE N
Type: Warrant
Option type: Put
Strike price: 400.00 CHF
Maturity: 20/09/2024
Issue date: 19/10/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -181.91
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.15
Parity: -7.50
Time value: 0.27
Break-even: 417.12
Moneyness: 0.85
Premium: 0.16
Premium p.a.: 3.39
Spread abs.: 0.20
Spread %: 277.78%
Delta: -0.09
Theta: -0.14
Omega: -15.85
Rho: -0.05
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -73.68%
1 Month
  -54.55%
3 Months
  -82.76%
YTD
  -96.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.070
1M High / 1M Low: 0.290 0.070
6M High / 6M Low: 1.240 0.070
High (YTD): 18/01/2024 1.610
Low (YTD): 14/08/2024 0.070
52W High: - -
52W Low: - -
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.120
Avg. volume 1M:   0.000
Avg. price 6M:   0.333
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   615.63%
Volatility 6M:   293.42%
Volatility 1Y:   -
Volatility 3Y:   -