Goldman Sachs Call 280 ADP 21.02..../  DE000GJ42B85  /

EUWAX
2024-11-12  7:20:55 PM Chg.+0.18 Bid9:42:12 PM Ask9:42:12 PM Underlying Strike price Expiration date Option type
3.15EUR +6.06% 3.21
Bid Size: 20,000
3.23
Ask Size: 20,000
Automatic Data Proce... 280.00 USD 2025-02-21 Call
 

Master data

WKN: GJ42B8
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 280.00 USD
Maturity: 2025-02-21
Issue date: 2024-09-19
Last trading day: 2025-02-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.34
Leverage: Yes

Calculated values

Fair value: 2.81
Intrinsic value: 2.51
Implied volatility: 0.22
Historic volatility: 0.14
Parity: 2.51
Time value: 0.57
Break-even: 293.39
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 0.98%
Delta: 0.82
Theta: -0.06
Omega: 7.66
Rho: 0.57
 

Quote data

Open: 3.15
High: 3.15
Low: 3.15
Previous Close: 2.97
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+64.06%
1 Month  
+64.92%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.04 1.92
1M High / 1M Low: 3.04 1.76
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.58
Avg. volume 1W:   0.00
Avg. price 1M:   2.14
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -