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Goldman Sachs Put 30 ADEN 20.06.2.../  DE000GP7BZW8  /

EUWAX
18/09/2024  10:58:38 Chg.-0.040 Bid18:25:26 Ask18:25:26 Underlying Strike price Expiration date Option type
0.500EUR -7.41% 0.480
Bid Size: 20,000		 -
Ask Size: -		 ADECCO N 30.00 CHF 20/06/2025 Put
 

Master data

WKN: GP7BZW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Put
Strike price: 30.00 CHF
Maturity: 20/06/2025
Issue date: 03/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.04
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.26
Implied volatility: 0.47
Historic volatility: 0.30
Parity: 0.26
Time value: 0.32
Break-even: 26.06
Moneyness: 1.09
Premium: 0.11
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 3.57%
Delta: -0.48
Theta: -0.01
Omega: -2.41
Rho: -0.15
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.25%
1 Month  
+11.11%
3 Months  
+38.89%
YTD  
+138.10%
1 Year  
+61.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.540
1M High / 1M Low: 0.590 0.400
6M High / 6M Low: 0.590 0.190
High (YTD): 11/09/2024 0.590
Low (YTD): 17/05/2024 0.190
52W High: 11/09/2024 0.590
52W Low: 17/05/2024 0.190
Avg. price 1W:   0.562
Avg. volume 1W:   0.000
Avg. price 1M:   0.473
Avg. volume 1M:   0.000
Avg. price 6M:   0.362
Avg. volume 6M:   0.000
Avg. price 1Y:   0.322
Avg. volume 1Y:   0.000
Volatility 1M:   97.48%
Volatility 6M:   102.52%
Volatility 1Y:   96.49%
Volatility 3Y:   -