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

EUWAX
14/08/2024  09:50:54 Chg.-0.14 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
1.04EUR -11.86% -
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: -34.71
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.15
Parity: -3.59
Time value: 1.40
Break-even: 436.00
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.32
Spread abs.: 0.15
Spread %: 12.00%
Delta: -0.27
Theta: -0.09
Omega: -9.20
Rho: -0.50
 

Quote data

Open: 1.04
High: 1.04
Low: 1.04
Previous Close: 1.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.21%
1 Month  
+52.94%
3 Months
  -45.83%
YTD
  -77.09%
1 Year
  -84.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.97 1.04
1M High / 1M Low: 2.12 0.68
6M High / 6M Low: 4.26 0.68
High (YTD): 18/01/2024 4.84
Low (YTD): 15/07/2024 0.68
52W High: 22/08/2023 7.18
52W Low: 15/07/2024 0.68
Avg. price 1W:   1.40
Avg. volume 1W:   0.00
Avg. price 1M:   1.15
Avg. volume 1M:   0.00
Avg. price 6M:   1.71
Avg. volume 6M:   0.00
Avg. price 1Y:   3.49
Avg. volume 1Y:   0.00
Volatility 1M:   394.93%
Volatility 6M:   201.53%
Volatility 1Y:   148.46%
Volatility 3Y:   -