Goldman Sachs Call 28 ADEN 20.12.2024
/ DE000GJ1EUF9
Goldman Sachs Call 28 ADEN 20.12..../ DE000GJ1EUF9 /
06/09/2024 10:59:42 |
Chg.-0.040 |
Bid14:26:06 |
Ask14:26:06 |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
-17.39% |
0.180 Bid Size: 30,000 |
0.190 Ask Size: 10,000 |
ADECCO N |
28.00 CHF |
20/12/2024 |
Call |
Master data
WKN: |
GJ1EUF |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
ADECCO N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
28.00 CHF |
Maturity: |
20/12/2024 |
Issue date: |
29/07/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.04 |
Implied volatility: |
0.29 |
Historic volatility: |
0.29 |
Parity: |
0.04 |
Time value: |
0.19 |
Break-even: |
32.07 |
Moneyness: |
1.01 |
Premium: |
0.06 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.01 |
Spread %: |
4.69% |
Delta: |
0.59 |
Theta: |
-0.01 |
Omega: |
7.97 |
Rho: |
0.04 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.190 |
Previous Close: |
0.230 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.63% |
1 Month |
|
|
-26.92% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.210 |
1M High / 1M Low: |
0.270 |
0.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.236 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.235 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
139.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |