Goldman Sachs Put 400 ZURN 21.03..../  DE000GG65E61  /

EUWAX
18/10/2024  09:20:56 Chg.0.000 Bid17:33:36 Ask17:33:36 Underlying Strike price Expiration date Option type
0.200EUR 0.00% 0.180
Bid Size: 10,000
-
Ask Size: -
ZURICH INSURANCE N 400.00 CHF 21/03/2025 Put
 

Master data

WKN: GG65E6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ZURICH INSURANCE N
Type: Warrant
Option type: Put
Strike price: 400.00 CHF
Maturity: 21/03/2025
Issue date: 16/04/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -143.60
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.15
Parity: -13.22
Time value: 0.39
Break-even: 422.55
Moneyness: 0.76
Premium: 0.24
Premium p.a.: 0.68
Spread abs.: 0.20
Spread %: 108.02%
Delta: -0.07
Theta: -0.05
Omega: -10.06
Rho: -0.18
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -28.57%
3 Months
  -55.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.200
1M High / 1M Low: 0.290 0.200
6M High / 6M Low: 1.370 0.200
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.214
Avg. volume 1W:   0.000
Avg. price 1M:   0.252
Avg. volume 1M:   0.000
Avg. price 6M:   0.551
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.90%
Volatility 6M:   173.99%
Volatility 1Y:   -
Volatility 3Y:   -