Goldman Sachs Put 15 ADEN 19.09.2.../  DE000GJ5HJQ3  /

EUWAX
2024-12-20  10:54:09 AM Chg.+0.006 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.083EUR +7.79% -
Bid Size: -
-
Ask Size: -
ADECCO N 15.00 CHF 2025-09-19 Put
 

Master data

WKN: GJ5HJQ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Put
Strike price: 15.00 CHF
Maturity: 2025-09-19
Issue date: 2024-10-17
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -25.00
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.29
Parity: -0.74
Time value: 0.09
Break-even: 15.16
Moneyness: 0.69
Premium: 0.35
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 11.90%
Delta: -0.14
Theta: 0.00
Omega: -3.42
Rho: -0.03
 

Quote data

Open: 0.083
High: 0.083
Low: 0.083
Previous Close: 0.077
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.69%
1 Month  
+56.60%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.083 0.065
1M High / 1M Low: 0.083 0.044
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.057
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   158.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -