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

EUWAX
8/16/2024  10:05:56 AM Chg.-0.007 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.058EUR -10.77% -
Bid Size: -		 -
Ask Size: -		 ADECCO N 20.00 CHF 6/20/2025 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: 6/20/2025
Issue date: 7/3/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -35.12
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.29
Parity: -0.86
Time value: 0.08
Break-even: 20.05
Moneyness: 0.71
Premium: 0.32
Premium p.a.: 0.39
Spread abs.: 0.02
Spread %: 31.25%
Delta: -0.12
Theta: 0.00
Omega: -4.33
Rho: -0.04
 

Quote data

Open: 0.058
High: 0.058
Low: 0.058
Previous Close: 0.065
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.31%
1 Month
  -4.92%
3 Months  
+38.10%
YTD
  -1.69%
1 Year
  -27.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.072 0.065
1M High / 1M Low: 0.080 0.048
6M High / 6M Low: 0.080 0.042
High (YTD): 8/5/2024 0.080
Low (YTD): 5/16/2024 0.042
52W High: 10/27/2023 0.120
52W Low: 5/16/2024 0.042
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.062
Avg. volume 1M:   0.000
Avg. price 6M:   0.061
Avg. volume 6M:   0.000
Avg. price 1Y:   0.068
Avg. volume 1Y:   0.000
Volatility 1M:   149.19%
Volatility 6M:   111.73%
Volatility 1Y:   119.14%
Volatility 3Y:   -