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Goldman Sachs Call 40 ADEN 20.06..../  DE000GP7BZY4  /

EUWAX
10/18/2024  10:51:29 AM Chg.+0.003 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.024EUR +14.29% -
Bid Size: -		 -
Ask Size: -		 ADECCO N 40.00 CHF 6/20/2025 Call
 

Master data

WKN: GP7BZY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 40.00 CHF
Maturity: 6/20/2025
Issue date: 7/3/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 74.45
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.30
Parity: -1.28
Time value: 0.04
Break-even: 42.96
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 0.73
Spread abs.: 0.02
Spread %: 135.29%
Delta: 0.12
Theta: 0.00
Omega: 8.83
Rho: 0.02
 

Quote data

Open: 0.024
High: 0.024
Low: 0.024
Previous Close: 0.021
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -7.69%
3 Months
  -58.62%
YTD
  -95.79%
1 Year
  -90.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.021
1M High / 1M Low: 0.026 0.019
6M High / 6M Low: 0.240 0.019
High (YTD): 1/2/2024 0.550
Low (YTD): 10/8/2024 0.019
52W High: 12/19/2023 0.610
52W Low: 10/8/2024 0.019
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   0.076
Avg. volume 6M:   0.000
Avg. price 1Y:   0.210
Avg. volume 1Y:   0.000
Volatility 1M:   203.12%
Volatility 6M:   157.11%
Volatility 1Y:   163.30%
Volatility 3Y:   -