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Goldman Sachs Put 300 ADP 17.01.2.../  DE000GQ24AS0  /

EUWAX
09/09/2024  10:26:34 Chg.+0.01 Bid18:31:00 Ask18:31:00 Underlying Strike price Expiration date Option type
2.86EUR +0.35% 2.50
Bid Size: 10,000		 2.51
Ask Size: 10,000		 Automatic Data Proce... 300.00 USD 17/01/2025 Put
 

Master data

WKN: GQ24AS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Put
Strike price: 300.00 USD
Maturity: 17/01/2025
Issue date: 16/08/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.24
Leverage: Yes

Calculated values

Fair value: 2.75
Intrinsic value: 2.75
Implied volatility: 0.24
Historic volatility: 0.16
Parity: 2.75
Time value: 0.20
Break-even: 241.09
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.17
Spread %: 6.12%
Delta: -0.72
Theta: -0.02
Omega: -5.97
Rho: -0.73
 

Quote data

Open: 2.86
High: 2.86
Low: 2.86
Previous Close: 2.85
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.28%
1 Month
  -18.75%
3 Months
  -41.27%
YTD
  -53.19%
1 Year
  -39.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.85 2.30
1M High / 1M Low: 3.78 2.30
6M High / 6M Low: 6.12 2.30
High (YTD): 11/07/2024 6.12
Low (YTD): 03/09/2024 2.30
52W High: 01/11/2023 8.44
52W Low: 03/09/2024 2.30
Avg. price 1W:   2.49
Avg. volume 1W:   0.00
Avg. price 1M:   2.97
Avg. volume 1M:   0.00
Avg. price 6M:   4.68
Avg. volume 6M:   0.00
Avg. price 1Y:   5.21
Avg. volume 1Y:   0.00
Volatility 1M:   106.71%
Volatility 6M:   85.25%
Volatility 1Y:   80.49%
Volatility 3Y:   -