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

EUWAX
18/09/2024  10:59:26 Chg.-0.001 Bid20:00:34 Ask20:00:34 Underlying Strike price Expiration date Option type
0.010EUR -9.09% 0.011
Bid Size: 20,000
0.031
Ask Size: 20,000
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: 100.90
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.30
Parity: -2.38
Time value: 0.03
Break-even: 53.40
Moneyness: 0.55
Premium: 0.82
Premium p.a.: 1.22
Spread abs.: 0.02
Spread %: 222.22%
Delta: 0.07
Theta: 0.00
Omega: 7.32
Rho: 0.01
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.011
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -16.67%
3 Months
  -70.59%
YTD
  -95.00%
1 Year
  -93.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.010
1M High / 1M Low: 0.013 0.008
6M High / 6M Low: 0.063 0.008
High (YTD): 02/01/2024 0.190
Low (YTD): 29/08/2024 0.008
52W High: 20/12/2023 0.210
52W Low: 29/08/2024 0.008
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.029
Avg. volume 6M:   0.000
Avg. price 1Y:   0.077
Avg. volume 1Y:   0.000
Volatility 1M:   212.50%
Volatility 6M:   205.26%
Volatility 1Y:   203.69%
Volatility 3Y:   -