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Goldman Sachs Put 20 ADEN 20.06.2.../  DE000GP7BYL4  /

EUWAX
18/10/2024  10:51:28 Chg.-0.006 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.058EUR -9.38% -
Bid Size: -		 -
Ask Size: -		 ADECCO N 20.00 CHF 20/06/2025 Put
 

Master data

WKN: GP7BYL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Put
Strike price: 20.00 CHF
Maturity: 20/06/2025
Issue date: 03/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -36.32
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.30
Parity: -0.85
Time value: 0.08
Break-even: 20.46
Moneyness: 0.71
Premium: 0.31
Premium p.a.: 0.50
Spread abs.: 0.02
Spread %: 32.26%
Delta: -0.13
Theta: 0.00
Omega: -4.56
Rho: -0.03
 

Quote data

Open: 0.058
High: 0.058
Low: 0.058
Previous Close: 0.064
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.75%
1 Month  
+1.75%
3 Months  
+18.37%
YTD
  -1.69%
1 Year
  -47.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.064 0.050
1M High / 1M Low: 0.064 0.050
6M High / 6M Low: 0.080 0.042
High (YTD): 05/08/2024 0.080
Low (YTD): 16/05/2024 0.042
52W High: 27/10/2023 0.120
52W Low: 16/05/2024 0.042
Avg. price 1W:   0.056
Avg. volume 1W:   0.000
Avg. price 1M:   0.057
Avg. volume 1M:   0.000
Avg. price 6M:   0.059
Avg. volume 6M:   0.000
Avg. price 1Y:   0.063
Avg. volume 1Y:   0.000
Volatility 1M:   134.84%
Volatility 6M:   123.66%
Volatility 1Y:   110.43%
Volatility 3Y:   -