Goldman Sachs Put 60 ZAL 21.06.2024
/ DE000GZ7D045
Goldman Sachs Put 60 ZAL 21.06.20.../ DE000GZ7D045 /
| 2024-06-11 12:26:31 PM |
Chg.+0.04 |
Bid2:21:29 PM |
Ask2:21:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.70EUR |
+1.09% |
3.70
Bid Size: 50,000 |
3.71
Ask Size: 50,000 |
ZALANDO SE |
60.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
GZ7D04 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-01-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-0.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.67 |
| Intrinsic value: |
3.67 |
| Implied volatility: |
4.83 |
| Historic volatility: |
0.48 |
| Parity: |
3.67 |
| Time value: |
0.16 |
| Break-even: |
21.70 |
| Moneyness: |
2.58 |
| Premium: |
0.07 |
| Premium p.a.: |
9.99 |
| Spread abs.: |
0.20 |
| Spread %: |
5.51% |
| Delta: |
-0.78 |
| Theta: |
-0.27 |
| Omega: |
-0.48 |
| Rho: |
-0.02 |
Quote data
| Open: |
3.68 |
| High: |
3.70 |
| Low: |
3.68 |
| Previous Close: |
3.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.82% |
| 1 Month |
|
|
+6.02% |
| 3 Months |
|
|
-10.63% |
| YTD |
|
|
-3.65% |
| 1 Year |
|
|
+4.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.66 |
3.53 |
| 1M High / 1M Low: |
3.66 |
3.47 |
| 6M High / 6M Low: |
4.37 |
3.25 |
| High (YTD): |
2024-01-17 |
4.37 |
| Low (YTD): |
2024-04-17 |
3.25 |
| 52W High: |
2024-01-17 |
4.37 |
| 52W Low: |
2023-07-31 |
2.85 |
| Avg. price 1W: |
|
3.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.63 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
19.30% |
| Volatility 6M: |
|
26.37% |
| Volatility 1Y: |
|
29.71% |
| Volatility 3Y: |
|
- |
