Goldman Sachs Call 26 ADEN 21.03..../  DE000GJ1W4Q3  /

EUWAX
2024-12-20  10:57:00 AM Chg.-0.002 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.043EUR -4.44% -
Bid Size: -
-
Ask Size: -
ADECCO N 26.00 CHF 2025-03-21 Call
 

Master data

WKN: GJ1W4Q
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 26.00 CHF
Maturity: 2025-03-21
Issue date: 2024-08-07
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.73
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.29
Parity: -0.44
Time value: 0.06
Break-even: 28.46
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 1.18
Spread abs.: 0.02
Spread %: 37.50%
Delta: 0.23
Theta: -0.01
Omega: 9.70
Rho: 0.01
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.045
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.28%
1 Month
  -18.87%
3 Months
  -89.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.064 0.043
1M High / 1M Low: 0.110 0.043
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.053
Avg. volume 1W:   0.000
Avg. price 1M:   0.071
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   298.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -