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Goldman Sachs Put 25 AHEXF 20.12..../  DE000GP5USA3  /

EUWAX
11/11/2024  10:08:57 Chg.- Bid13:27:45 Ask13:27:45 Underlying Strike price Expiration date Option type
0.081EUR - 0.140
Bid Size: 50,000		 0.150
Ask Size: 20,000		 Adecco Group AG 25.00 - 20/12/2024 Put
 

Master data

WKN: GP5USA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Adecco Group AG
Type: Warrant
Option type: Put
Strike price: 25.00 -
Maturity: 20/12/2024
Issue date: 16/06/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -25.90
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.28
Parity: -0.17
Time value: 0.10
Break-even: 23.97
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 1.53
Spread abs.: 0.01
Spread %: 10.75%
Delta: -0.31
Theta: -0.02
Omega: -8.16
Rho: -0.01
 

Quote data

Open: 0.081
High: 0.081
Low: 0.081
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.00%
1 Month  
+80.00%
3 Months  
+3.85%
YTD  
+24.62%
1 Year  
+1.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.049
1M High / 1M Low: 0.100 0.028
6M High / 6M Low: 0.110 0.028
High (YTD): 05/08/2024 0.110
Low (YTD): 29/10/2024 0.028
52W High: 05/08/2024 0.110
52W Low: 29/10/2024 0.028
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.047
Avg. volume 1M:   0.000
Avg. price 6M:   0.057
Avg. volume 6M:   0.000
Avg. price 1Y:   0.063
Avg. volume 1Y:   0.000
Volatility 1M:   668.96%
Volatility 6M:   318.84%
Volatility 1Y:   239.30%
Volatility 3Y:   -