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

EUWAX
06/09/2024  10:44:14 Chg.+0.060 Bid16:04:40 Ask16:04:40 Underlying Strike price Expiration date Option type
0.310EUR +24.00% 0.310
Bid Size: 30,000		 0.320
Ask Size: 10,000		 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: -10.60
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.29
Parity: -0.02
Time value: 0.29
Break-even: 27.15
Moneyness: 0.99
Premium: 0.10
Premium p.a.: 0.40
Spread abs.: 0.02
Spread %: 7.55%
Delta: -0.42
Theta: -0.01
Omega: -4.47
Rho: -0.04
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.91%
1 Month  
+14.81%
3 Months  
+121.43%
YTD  
+138.46%
1 Year  
+40.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.220
1M High / 1M Low: 0.310 0.220
6M High / 6M Low: 0.370 0.090
High (YTD): 05/08/2024 0.370
Low (YTD): 17/05/2024 0.090
52W High: 05/08/2024 0.370
52W Low: 17/05/2024 0.090
Avg. price 1W:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.265
Avg. volume 1M:   0.000
Avg. price 6M:   0.197
Avg. volume 6M:   0.000
Avg. price 1Y:   0.190
Avg. volume 1Y:   0.000
Volatility 1M:   127.08%
Volatility 6M:   148.85%
Volatility 1Y:   132.74%
Volatility 3Y:   -