Goldman Sachs Put 500 ZURN 20.12.2024
/ DE000GG96HR6
Goldman Sachs Put 500 ZURN 20.12..../ DE000GG96HR6 /
| 8/15/2024 10:31:30 AM |
Chg.-0.53 |
Bid2:19:39 PM |
Ask2:19:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.05EUR |
-14.80% |
3.02
Bid Size: 3,000 |
3.12
Ask Size: 1,000 |
ZURICH INSURANCE N |
500.00 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
GG96HR |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
6/6/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.23 |
| Intrinsic value: |
3.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
3.00 |
| Time value: |
0.99 |
| Break-even: |
484.90 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.15 |
| Spread %: |
3.91% |
| Delta: |
-0.61 |
| Theta: |
-0.06 |
| Omega: |
-7.59 |
| Rho: |
-1.19 |
Quote data
| Open: |
3.05 |
| High: |
3.05 |
| Low: |
3.05 |
| Previous Close: |
3.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.41% |
| 1 Month |
|
|
+12.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.39 |
3.58 |
| 1M High / 1M Low: |
5.44 |
2.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
