Goldman Sachs Call 290 ADP 17.01.2025
/ DE000GJ75JR0
Goldman Sachs Call 290 ADP 17.01..../ DE000GJ75JR0 /
| 2024-12-20 9:56:48 AM |
Chg.0.000 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Automatic Data Proce... |
290.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
GJ75JR |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-11-20 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.14 |
| Parity: |
0.39 |
| Time value: |
0.44 |
| Break-even: |
286.37 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.05 |
| Spread %: |
6.41% |
| Delta: |
0.63 |
| Theta: |
-0.12 |
| Omega: |
21.37 |
| Rho: |
0.13 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.95% |
| 1 Month |
|
|
-62.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.620 |
| 1M High / 1M Low: |
1.910 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.884 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.376 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
