Goldman Sachs Call 50 ADEN 20.06..../  DE000GP7LUU2  /

EUWAX
16/08/2024  10:07:41 Chg.-0.003 Bid17:20:05 Ask17:20:05 Underlying Strike price Expiration date Option type
0.012EUR -20.00% -
Bid Size: -
-
Ask Size: -
ADECCO N 50.00 CHF 20/06/2025 Call
 

Master data

WKN: GP7LUU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 50.00 CHF
Maturity: 20/06/2025
Issue date: 07/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 92.19
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.29
Parity: -2.27
Time value: 0.03
Break-even: 52.55
Moneyness: 0.56
Premium: 0.78
Premium p.a.: 0.98
Spread abs.: 0.02
Spread %: 166.67%
Delta: 0.08
Theta: 0.00
Omega: 7.34
Rho: 0.02
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.015
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -42.86%
3 Months
  -80.65%
YTD
  -94.00%
1 Year
  -88.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.015
1M High / 1M Low: 0.025 0.012
6M High / 6M Low: 0.090 0.012
High (YTD): 02/01/2024 0.190
Low (YTD): 25/07/2024 0.012
52W High: 20/12/2023 0.210
52W Low: 25/07/2024 0.012
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.038
Avg. volume 6M:   0.000
Avg. price 1Y:   0.089
Avg. volume 1Y:   0.000
Volatility 1M:   228.77%
Volatility 6M:   203.35%
Volatility 1Y:   197.72%
Volatility 3Y:   -