Goldman Sachs Put 25 ADEN 17.01.2.../  DE000GJ62EV1  /

EUWAX
2024-12-20  10:28:50 AM Chg.+0.020 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.390EUR +5.41% -
Bid Size: -
-
Ask Size: -
ADECCO N 25.00 CHF 2025-01-17 Put
 

Master data

WKN: GJ62EV
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Put
Strike price: 25.00 CHF
Maturity: 2025-01-17
Issue date: 2024-11-04
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.40
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.33
Implied volatility: 0.55
Historic volatility: 0.29
Parity: 0.33
Time value: 0.03
Break-even: 23.17
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 2.80%
Delta: -0.79
Theta: -0.02
Omega: -5.06
Rho: -0.02
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+69.57%
1 Month  
+50.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.250
1M High / 1M Low: 0.390 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.310
Avg. volume 1W:   0.000
Avg. price 1M:   0.223
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   268.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -