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

EUWAX
2024-11-12  6:04:04 PM Chg.-0.049 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.081EUR -37.69% -
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: 19.47
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.28
Parity: -0.10
Time value: 0.14
Break-even: 29.07
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 7.87%
Delta: 0.46
Theta: -0.01
Omega: 9.04
Rho: 0.04
 

Quote data

Open: 0.081
High: 0.081
Low: 0.081
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.69%
1 Month
  -77.50%
3 Months
  -80.24%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.130
1M High / 1M Low: 0.430 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.147
Avg. volume 1W:   0.000
Avg. price 1M:   0.303
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   341.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -