Goldman Sachs Call 30 AHEXF 20.12.2024
/ DE000GZ985M1
Goldman Sachs Call 30 AHEXF 20.12.../ DE000GZ985M1 /
06/09/2024 10:50:04 |
Chg.-0.020 |
Bid14:26:08 |
Ask14:26:08 |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
-16.67% |
0.088 Bid Size: 30,000 |
0.098 Ask Size: 10,000 |
Adecco Group AG |
30.00 - |
20/12/2024 |
Call |
Master data
WKN: |
GZ985M |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Adecco Group AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
30.00 - |
Maturity: |
20/12/2024 |
Issue date: |
27/02/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
22.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.02 |
Implied volatility: |
0.16 |
Historic volatility: |
0.29 |
Parity: |
0.02 |
Time value: |
0.11 |
Break-even: |
31.32 |
Moneyness: |
1.01 |
Premium: |
0.04 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
17.86% |
Delta: |
0.60 |
Theta: |
-0.01 |
Omega: |
13.66 |
Rho: |
0.05 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.100 |
Previous Close: |
0.120 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-33.33% |
1 Month |
|
|
-44.44% |
3 Months |
|
|
-80.77% |
YTD |
|
|
-92.19% |
1 Year |
|
|
-89.13% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.110 |
1M High / 1M Low: |
0.180 |
0.110 |
6M High / 6M Low: |
0.740 |
0.110 |
High (YTD): |
04/01/2024 |
1.230 |
Low (YTD): |
04/09/2024 |
0.110 |
52W High: |
19/12/2023 |
1.350 |
52W Low: |
04/09/2024 |
0.110 |
Avg. price 1W: |
|
0.126 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.131 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.383 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.676 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
217.66% |
Volatility 6M: |
|
156.69% |
Volatility 1Y: |
|
137.75% |
Volatility 3Y: |
|
- |