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

EUWAX
16/07/2024  10:01:16 Chg.+0.030 Bid17:44:42 Ask17:44:42 Underlying Strike price Expiration date Option type
0.140EUR +27.27% 0.090
Bid Size: 10,000		 0.290
Ask Size: 2,000		 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: -167.84
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.15
Parity: -7.80
Time value: 0.29
Break-even: 407.50
Moneyness: 0.84
Premium: 0.17
Premium p.a.: 1.33
Spread abs.: 0.21
Spread %: 246.43%
Delta: -0.09
Theta: -0.08
Omega: -14.62
Rho: -0.08
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.00%
1 Month
  -22.22%
3 Months
  -77.78%
YTD
  -91.20%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.080
1M High / 1M Low: 0.190 0.080
6M High / 6M Low: 1.610 0.080
High (YTD): 18/01/2024 1.610
Low (YTD): 11/07/2024 0.080
52W High: - -
52W Low: - -
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   0.551
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   201.62%
Volatility 6M:   161.35%
Volatility 1Y:   -
Volatility 3Y:   -