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Goldman Sachs Call 200 ADP 17.01..../  DE000GZ7RT34  /

EUWAX
07/11/2024  15:53:12 Chg.+0.85 Bid18:14:55 Ask18:14:55 Underlying Strike price Expiration date Option type
9.68EUR +9.63% 9.91
Bid Size: 10,000		 9.98
Ask Size: 10,000		 Automatic Data Proce... 200.00 - 17/01/2025 Call
 

Master data

WKN: GZ7RT3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 17/01/2025
Issue date: 30/01/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.86
Leverage: Yes

Calculated values

Fair value: 8.56
Intrinsic value: 8.44
Implied volatility: 1.06
Historic volatility: 0.14
Parity: 8.44
Time value: 1.52
Break-even: 299.60
Moneyness: 1.42
Premium: 0.05
Premium p.a.: 0.31
Spread abs.: 0.07
Spread %: 0.71%
Delta: 0.84
Theta: -0.24
Omega: 2.40
Rho: 0.27
 

Quote data

Open: 9.68
High: 9.68
Low: 9.68
Previous Close: 8.83
Turnover: 193.60
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.22%
1 Month  
+21.30%
3 Months  
+59.47%
YTD  
+134.38%
1 Year  
+156.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.83 8.34
1M High / 1M Low: 8.83 7.69
6M High / 6M Low: 8.83 3.69
High (YTD): 06/11/2024 8.83
Low (YTD): 11/07/2024 3.69
52W High: 06/11/2024 8.83
52W Low: 11/07/2024 3.69
Avg. price 1W:   8.55
Avg. volume 1W:   0.00
Avg. price 1M:   8.42
Avg. volume 1M:   .91
Avg. price 6M:   6.07
Avg. volume 6M:   .16
Avg. price 1Y:   5.40
Avg. volume 1Y:   .36
Volatility 1M:   34.91%
Volatility 6M:   66.44%
Volatility 1Y:   62.73%
Volatility 3Y:   -