Goldman Sachs Call 240 ADP 16.08.2024
/ DE000GG58KR0
Goldman Sachs Call 240 ADP 16.08..../ DE000GG58KR0 /
| 02/08/2024 11:47:45 |
Chg.-0.34 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.97EUR |
-14.72% |
-
Bid Size: - |
-
Ask Size: - |
Automatic Data Proce... |
240.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
GG58KR |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
15/03/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
2.16 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.16 |
| Parity: |
2.16 |
| Time value: |
0.13 |
| Break-even: |
242.86 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
2.23% |
| Delta: |
0.89 |
| Theta: |
-0.16 |
| Omega: |
9.39 |
| Rho: |
0.07 |
Quote data
| Open: |
1.97 |
| High: |
1.97 |
| Low: |
1.97 |
| Previous Close: |
2.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.71% |
| 1 Month |
|
|
+264.81% |
| 3 Months |
|
|
+68.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.31 |
1.33 |
| 1M High / 1M Low: |
2.31 |
0.40 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
299.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
