Goldman Sachs Put 25 ADEN 19.06.2.../  DE000GJ5QSD3  /

EUWAX
2024-12-20  10:22:04 AM Chg.+0.020 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.740EUR +2.78% -
Bid Size: -
-
Ask Size: -
ADECCO N 25.00 CHF 2026-06-19 Put
 

Master data

WKN: GJ5QSD
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Put
Strike price: 25.00 CHF
Maturity: 2026-06-19
Issue date: 2024-10-22
Last trading day: 2026-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -3.18
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.33
Implied volatility: 0.53
Historic volatility: 0.29
Parity: 0.33
Time value: 0.41
Break-even: 19.44
Moneyness: 1.14
Premium: 0.17
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 2.78%
Delta: -0.43
Theta: 0.00
Omega: -1.36
Rho: -0.26
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.46%
1 Month  
+15.63%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.640
1M High / 1M Low: 0.740 0.560
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.680
Avg. volume 1W:   0.000
Avg. price 1M:   0.619
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -