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Goldman Sachs Put 450 ZFSVF 20.12.../  DE000GZ9V2F9  /

EUWAX
17/09/2024  09:12:07 Chg.-0.020 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.300EUR -6.25% -
Bid Size: -		 -
Ask Size: -		 Zurich Insurance Gro... 450.00 - 20/12/2024 Put
 

Master data

WKN: GZ9V2F
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Zurich Insurance Group Ltd
Type: Warrant
Option type: Put
Strike price: 450.00 -
Maturity: 20/12/2024
Issue date: 16/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -97.24
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.15
Parity: -9.16
Time value: 0.56
Break-even: 444.43
Moneyness: 0.83
Premium: 0.18
Premium p.a.: 0.90
Spread abs.: 0.20
Spread %: 56.02%
Delta: -0.11
Theta: -0.09
Omega: -11.03
Rho: -0.17
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.83%
1 Month
  -55.22%
3 Months
  -75.61%
YTD
  -93.39%
1 Year
  -94.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.320
1M High / 1M Low: 0.640 0.320
6M High / 6M Low: 2.890 0.320
High (YTD): 18/01/2024 4.840
Low (YTD): 16/09/2024 0.320
52W High: 05/10/2023 6.620
52W Low: 16/09/2024 0.320
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.484
Avg. volume 1M:   0.000
Avg. price 6M:   1.325
Avg. volume 6M:   0.000
Avg. price 1Y:   2.929
Avg. volume 1Y:   0.000
Volatility 1M:   156.58%
Volatility 6M:   206.37%
Volatility 1Y:   156.69%
Volatility 3Y:   -