Goldman Sachs Call 26 ADEN 20.12.2024
/ DE000GJ1YHT5
Goldman Sachs Call 26 ADEN 20.12..../ DE000GJ1YHT5 /
| 11/11/2024 10:39:02 AM |
Chg.- |
Bid3:02:22 PM |
Ask3:02:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.044EUR |
- |
0.024
Bid Size: 50,000 |
0.034
Ask Size: 10,000 |
ADECCO N |
26.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
GJ1YHT |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ADECCO N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
8/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
51.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.28 |
| Parity: |
-0.10 |
| Time value: |
0.05 |
| Break-even: |
28.22 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.02 |
| Spread %: |
48.57% |
| Delta: |
0.36 |
| Theta: |
-0.01 |
| Omega: |
18.31 |
| Rho: |
0.01 |
Quote data
| Open: |
0.044 |
| High: |
0.044 |
| Low: |
0.044 |
| Previous Close: |
0.044 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.54% |
| 1 Month |
|
|
-85.81% |
| 3 Months |
|
|
-87.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.044 |
| 1M High / 1M Low: |
0.370 |
0.044 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.230 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
308.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
