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Goldman Sachs Call 30 ADEN 20.06..../  DE000GP7BZR8  /

EUWAX
18/10/2024  10:51:29 Chg.+0.030 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.180EUR +20.00% -
Bid Size: -		 -
Ask Size: -		 ADECCO N 30.00 CHF 20/06/2025 Call
 

Master data

WKN: GP7BZR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 30.00 CHF
Maturity: 20/06/2025
Issue date: 03/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.42
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.30
Parity: -0.21
Time value: 0.17
Break-even: 33.63
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.20
Spread abs.: 0.04
Spread %: 27.61%
Delta: 0.44
Theta: -0.01
Omega: 7.67
Rho: 0.08
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month     0.00%
3 Months
  -50.00%
YTD
  -86.05%
1 Year
  -73.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.150
1M High / 1M Low: 0.190 0.140
6M High / 6M Low: 0.810 0.120
High (YTD): 02/01/2024 1.260
Low (YTD): 16/09/2024 0.120
52W High: 19/12/2023 1.360
52W Low: 16/09/2024 0.120
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.160
Avg. volume 1M:   0.000
Avg. price 6M:   0.351
Avg. volume 6M:   76.190
Avg. price 1Y:   0.627
Avg. volume 1Y:   38.095
Volatility 1M:   199.83%
Volatility 6M:   147.03%
Volatility 1Y:   131.42%
Volatility 3Y:   -