Goldman Sachs Call 32 ADEN 17.01..../  DE000GJ6DBT1  /

EUWAX
2024-12-20  10:45:09 AM Chg.-0.001 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.021EUR -4.55% -
Bid Size: -
-
Ask Size: -
ADECCO N 32.00 CHF 2025-01-17 Call
 

Master data

WKN: GJ6DBT
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 32.00 CHF
Maturity: 2025-01-17
Issue date: 2024-10-29
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 57.32
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.10
Historic volatility: 0.29
Parity: -1.09
Time value: 0.04
Break-even: 34.77
Moneyness: 0.68
Premium: 0.48
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 95.24%
Delta: 0.13
Theta: -0.03
Omega: 7.55
Rho: 0.00
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.022
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+950.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.022 0.021
1M High / 1M Low: 0.022 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   7,082.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -