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Goldman Sachs Call 30 AHEXF 20.12.../  DE000GZ985M1  /

EUWAX
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:   -