Goldman Sachs Call 45 ADEN 21.03..../  DE000GG822E6  /

EUWAX
3/12/2025  8:17:26 AM Chg.- Bid8:25:33 AM Ask8:25:33 AM Underlying Strike price Expiration date Option type
0.020EUR - 0.020
Bid Size: 50,000
0.030
Ask Size: 50,000
ADECCO N 45.00 CHF 3/21/2025 Call
 

Master data

WKN: GG822E
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 45.00 CHF
Maturity: 3/21/2025
Issue date: 5/15/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 93.80
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.21
Historic volatility: 0.33
Parity: -1.87
Time value: 0.03
Break-even: 47.17
Moneyness: 0.60
Premium: 0.68
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 50.00%
Delta: 0.08
Theta: -0.09
Omega: 7.62
Rho: 0.00
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -9.09%
YTD
  -4.76%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.022 0.020
1M High / 1M Low: 0.022 0.020
6M High / 6M Low: 0.022 0.001
High (YTD): 3/10/2025 0.022
Low (YTD): 3/12/2025 0.020
52W High: - -
52W Low: - -
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.013
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   42.71%
Volatility 6M:   1,358.45%
Volatility 1Y:   -
Volatility 3Y:   -