Goldman Sachs Call 240 ADP 15.11.2024
/ DE000GJ0CLQ1
Goldman Sachs Call 240 ADP 15.11..../ DE000GJ0CLQ1 /
| 06/11/2024 09:46:15 |
Chg.- |
Bid17:19:03 |
Ask17:19:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.06EUR |
- |
6.02
Bid Size: 5,000 |
6.12
Ask Size: 5,000 |
Automatic Data Proce... |
240.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
GJ0CLQ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
08/07/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.09 |
| Intrinsic value: |
6.07 |
| Implied volatility: |
1.09 |
| Historic volatility: |
0.14 |
| Parity: |
6.07 |
| Time value: |
0.14 |
| Break-even: |
285.73 |
| Moneyness: |
1.27 |
| Premium: |
0.00 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.10 |
| Spread %: |
1.64% |
| Delta: |
0.94 |
| Theta: |
-0.35 |
| Omega: |
4.31 |
| Rho: |
0.05 |
Quote data
| Open: |
5.06 |
| High: |
5.06 |
| Low: |
5.06 |
| Previous Close: |
4.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.20% |
| 1 Month |
|
|
+17.13% |
| 3 Months |
|
|
+88.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.06 |
4.59 |
| 1M High / 1M Low: |
5.06 |
4.03 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
