OverviewChartNewsTraderScreen

Goldman Sachs Put 30 AHEXF 20.12..../  DE000GP4PWD2  /

EUWAX
11/11/2024  10:27:09 Chg.- Bid13:29:29 Ask13:29:29 Underlying Strike price Expiration date Option type
0.530EUR - 0.630
Bid Size: 50,000		 0.640
Ask Size: 50,000		 Adecco Group AG 30.00 - 20/12/2024 Put
 

Master data

WKN: GP4PWD
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Adecco Group AG
Type: Warrant
Option type: Put
Strike price: 30.00 -
Maturity: 20/12/2024
Issue date: 15/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.85
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.33
Implied volatility: 1.01
Historic volatility: 0.28
Parity: 0.33
Time value: 0.22
Break-even: 24.50
Moneyness: 1.12
Premium: 0.08
Premium p.a.: 1.13
Spread abs.: 0.02
Spread %: 3.77%
Delta: -0.57
Theta: -0.04
Omega: -2.78
Rho: -0.02
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+103.85%
3 Months  
+82.76%
YTD  
+307.69%
1 Year  
+231.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.480
1M High / 1M Low: 0.540 0.210
6M High / 6M Low: 0.540 0.090
High (YTD): 08/11/2024 0.540
Low (YTD): 17/05/2024 0.090
52W High: 08/11/2024 0.540
52W Low: 17/05/2024 0.090
Avg. price 1W:   0.520
Avg. volume 1W:   0.000
Avg. price 1M:   0.317
Avg. volume 1M:   0.000
Avg. price 6M:   0.240
Avg. volume 6M:   0.000
Avg. price 1Y:   0.204
Avg. volume 1Y:   0.000
Volatility 1M:   259.05%
Volatility 6M:   184.98%
Volatility 1Y:   155.33%
Volatility 3Y:   -