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Goldman Sachs Put 450 ZURN 20.09..../  DE000GQ7QSB4  /

EUWAX
16/07/2024  10:28:53 Chg.+0.130 Bid12:43:00 Ask12:43:00 Underlying Strike price Expiration date Option type
0.410EUR +46.43% 0.430
Bid Size: 10,000		 0.530
Ask Size: 1,000		 ZURICH INSURANCE N 450.00 CHF 20/09/2024 Put
 

Master data

WKN: GQ7QSB
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ZURICH INSURANCE N
Type: Warrant
Option type: Put
Strike price: 450.00 CHF
Maturity: 20/09/2024
Issue date: 20/10/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -104.58
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -2.67
Time value: 0.47
Break-even: 457.04
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.41
Spread abs.: 0.18
Spread %: 64.44%
Delta: -0.20
Theta: -0.07
Omega: -21.42
Rho: -0.19
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.13%
1 Month
  -42.25%
3 Months
  -79.80%
YTD
  -90.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.260
1M High / 1M Low: 0.690 0.260
6M High / 6M Low: 4.460 0.260
High (YTD): 18/01/2024 4.460
Low (YTD): 11/07/2024 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.431
Avg. volume 1M:   0.000
Avg. price 6M:   1.807
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   251.80%
Volatility 6M:   177.88%
Volatility 1Y:   -
Volatility 3Y:   -