Goldman Sachs Put 450 ZURN
/ DE000GJ1R4G1
Goldman Sachs Put 450 ZURN/ DE000GJ1R4G1 /
10/17/2024 2:06:58 PM |
Chg.- |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.004EUR |
- |
- Bid Size: - |
- Ask Size: - |
ZURICH INSURANCE N |
450.00 CHF |
10/18/2024 |
Put |
Master data
WKN: |
GJ1R4G |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
ZURICH INSURANCE N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
450.00 CHF |
Maturity: |
10/18/2024 |
Issue date: |
8/5/2024 |
Last trading day: |
10/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-109.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
2.57 |
Historic volatility: |
0.15 |
Parity: |
-7.41 |
Time value: |
0.51 |
Break-even: |
473.65 |
Moneyness: |
0.87 |
Premium: |
0.14 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.50 |
Spread %: |
12,525.00% |
Delta: |
-0.13 |
Theta: |
-7.79 |
Omega: |
-14.01 |
Rho: |
0.00 |
Quote data
Open: |
0.002 |
High: |
0.004 |
Low: |
0.002 |
Previous Close: |
0.010 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-80.00% |
1 Month |
|
|
-95.56% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.020 |
0.004 |
1M High / 1M Low: |
0.090 |
0.004 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.011 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.044 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
343.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |