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

EUWAX
8/14/2024  10:53:58 AM Chg.-0.020 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.070EUR -22.22% -
Bid Size: -		 -
Ask Size: -		 ZURICH INSURANCE N 400.00 CHF 9/20/2024 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: 9/20/2024
Issue date: 10/19/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -168.72
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.15
Parity: -6.52
Time value: 0.29
Break-even: 417.86
Moneyness: 0.87
Premium: 0.14
Premium p.a.: 2.64
Spread abs.: 0.20
Spread %: 227.27%
Delta: -0.10
Theta: -0.13
Omega: -16.71
Rho: -0.05
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -63.16%
1 Month
  -36.36%
3 Months
  -75.86%
YTD
  -95.60%
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): 1/18/2024 1.610
Low (YTD): 8/14/2024 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:   -