Goldman Sachs Call 35 ADEN 21.02..../  DE000GJ7CUR5  /

EUWAX
2024-12-20  9:48:24 AM Chg.0.000 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.021EUR 0.00% -
Bid Size: -
-
Ask Size: -
ADECCO N 35.00 CHF 2025-02-21 Call
 

Master data

WKN: GJ7CUR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 35.00 CHF
Maturity: 2025-02-21
Issue date: 2024-11-25
Last trading day: 2025-02-20
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: 0.83
Historic volatility: 0.29
Parity: -1.41
Time value: 0.04
Break-even: 37.99
Moneyness: 0.63
Premium: 0.62
Premium p.a.: 15.90
Spread abs.: 0.02
Spread %: 95.24%
Delta: 0.12
Theta: -0.01
Omega: 6.81
Rho: 0.00
 

Quote data

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

Performance

1 Week
  -4.55%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.022 0.021
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -