Goldman Sachs Put 500 ZURN 20.12.2024
/ DE000GG96HR6
Goldman Sachs Put 500 ZURN 20.12..../ DE000GG96HR6 /
| 16/07/2024 16:48:04 |
Chg.+0.46 |
Bid21:07:20 |
Ask21:07:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.18EUR |
+16.91% |
3.13
Bid Size: 2,000 |
3.28
Ask Size: 2,000 |
ZURICH INSURANCE N |
500.00 CHF |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
06/06/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.92 |
| Intrinsic value: |
2.46 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.15 |
| Parity: |
2.46 |
| Time value: |
0.64 |
| Break-even: |
482.01 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.15 |
| Spread %: |
5.08% |
| Delta: |
-0.60 |
| Theta: |
-0.03 |
| Omega: |
-9.45 |
| Rho: |
-1.39 |
Quote data
| Open: |
3.46 |
| High: |
3.46 |
| Low: |
3.18 |
| Previous Close: |
2.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.31% |
| 1 Month |
|
|
-13.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.22 |
2.59 |
| 1M High / 1M Low: |
3.72 |
2.59 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
