Goldman Sachs Call 260 ADP 15.11.2024
/ DE000GJ0CLM0
Goldman Sachs Call 260 ADP 15.11..../ DE000GJ0CLM0 /
| 04/10/2024 10:31:21 |
Chg.+0.25 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
+10.59% |
-
Bid Size: - |
-
Ask Size: - |
Automatic Data Proce... |
260.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
GJ0CLM |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 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: |
9.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.29 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.16 |
| Parity: |
2.29 |
| Time value: |
0.37 |
| Break-even: |
263.50 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
1.14% |
| Delta: |
0.83 |
| Theta: |
-0.11 |
| Omega: |
8.06 |
| Rho: |
0.21 |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.61 |
| Previous Close: |
2.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.63% |
| 1 Month |
|
|
+36.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.61 |
1.68 |
| 1M High / 1M Low: |
2.61 |
1.58 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
