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

EUWAX
18/10/2024  10:51:29 Chg.-0.030 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.460EUR -6.12% -
Bid Size: -		 -
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: -5.73
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.21
Implied volatility: 0.45
Historic volatility: 0.30
Parity: 0.21
Time value: 0.31
Break-even: 26.72
Moneyness: 1.07
Premium: 0.10
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 4.00%
Delta: -0.48
Theta: -0.01
Omega: -2.75
Rho: -0.13
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.13%
1 Month  
+2.22%
3 Months  
+39.39%
YTD  
+119.05%
1 Year  
+9.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.420
1M High / 1M Low: 0.520 0.420
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:   0.460
Avg. volume 1W:   0.000
Avg. price 1M:   0.477
Avg. volume 1M:   0.000
Avg. price 6M:   0.389
Avg. volume 6M:   0.000
Avg. price 1Y:   0.335
Avg. volume 1Y:   0.000
Volatility 1M:   113.64%
Volatility 6M:   106.85%
Volatility 1Y:   99.15%
Volatility 3Y:   -