Goldman Sachs Put 450 ZFSVF 20.12.2024
/ DE000GZ9V2F9
Goldman Sachs Put 450 ZFSVF 20.12.../ DE000GZ9V2F9 /
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: |
|
- |