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Goldman Sachs Put 440 ZURN 16.08..../  DE000GJ13RA0  /

EUWAX
8/14/2024  9:27:53 AM Chg.-0.020 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.020EUR -50.00% -
Bid Size: -		 -
Ask Size: -		 ZURICH INSURANCE N 440.00 CHF 8/16/2024 Put
 

Master data

WKN: GJ13RA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ZURICH INSURANCE N
Type: Warrant
Option type: Put
Strike price: 440.00 CHF
Maturity: 8/16/2024
Issue date: 7/22/2024
Last trading day: 8/15/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -143.76
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.82
Historic volatility: 0.15
Parity: -2.31
Time value: 0.34
Break-even: 459.44
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 0.00
Spread abs.: 0.30
Spread %: 789.47%
Delta: -0.20
Theta: -2.05
Omega: -28.82
Rho: -0.01
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.040
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -93.75%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.020
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -