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

EUWAX
8/14/2024  11:20:26 AM Chg.-0.160 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.300EUR -34.78% -
Bid Size: -		 -
Ask Size: -		 ZURICH INSURANCE N 450.00 CHF 9/20/2024 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: 9/20/2024
Issue date: 10/20/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -92.91
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -1.26
Time value: 0.52
Break-even: 468.10
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.43
Spread abs.: 0.15
Spread %: 40.21%
Delta: -0.29
Theta: -0.11
Omega: -27.03
Rho: -0.15
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -67.03%
1 Month
  -3.23%
3 Months
  -80.13%
YTD
  -92.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.440
1M High / 1M Low: 1.310 0.230
6M High / 6M Low: 3.780 0.230
High (YTD): 1/18/2024 4.460
Low (YTD): 7/31/2024 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.688
Avg. volume 1W:   0.000
Avg. price 1M:   0.521
Avg. volume 1M:   0.000
Avg. price 6M:   1.214
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   663.38%
Volatility 6M:   319.17%
Volatility 1Y:   -
Volatility 3Y:   -