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Goldman Sachs Put 260 ADP 17.01.2.../  DE000GG1CVY5  /

EUWAX
8/2/2024  9:14:31 AM Chg.+0.230 Bid2:48:59 PM Ask2:48:59 PM Underlying Strike price Expiration date Option type
1.220EUR +23.23% 1.140
Bid Size: 5,000		 1.190
Ask Size: 5,000		 Automatic Data Proce... 260.00 USD 1/17/2025 Put
 

Master data

WKN: GG1CVY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Put
Strike price: 260.00 USD
Maturity: 1/17/2025
Issue date: 12/21/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -21.63
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.16
Parity: -0.12
Time value: 1.12
Break-even: 229.84
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 2.75%
Delta: -0.41
Theta: -0.03
Omega: -8.90
Rho: -0.51
 

Quote data

Open: 1.220
High: 1.220
Low: 1.220
Previous Close: 0.990
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.15%
1 Month
  -52.53%
3 Months
  -34.76%
YTD
  -59.60%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.630 0.990
1M High / 1M Low: 2.580 0.990
6M High / 6M Low: 2.580 0.990
High (YTD): 1/2/2024 3.020
Low (YTD): 8/1/2024 0.990
52W High: - -
52W Low: - -
Avg. price 1W:   1.346
Avg. volume 1W:   0.000
Avg. price 1M:   1.960
Avg. volume 1M:   0.000
Avg. price 6M:   1.999
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.42%
Volatility 6M:   127.22%
Volatility 1Y:   -
Volatility 3Y:   -