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

EUWAX
9/10/2024  11:00:55 AM Chg.-0.30 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
2.56EUR -10.49% -
Bid Size: -		 -
Ask Size: -		 Automatic Data Proce... 300.00 USD 1/17/2025 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: 1/17/2025
Issue date: 8/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.87
Leverage: Yes

Calculated values

Fair value: 2.21
Intrinsic value: 2.21
Implied volatility: 0.23
Historic volatility: 0.16
Parity: 2.21
Time value: 0.32
Break-even: 246.55
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.03
Spread %: 1.20%
Delta: -0.68
Theta: -0.03
Omega: -6.71
Rho: -0.69
 

Quote data

Open: 2.56
High: 2.56
Low: 2.56
Previous Close: 2.86
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.30%
1 Month
  -27.27%
3 Months
  -44.10%
YTD
  -58.10%
1 Year
  -46.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.86 2.30
1M High / 1M Low: 3.78 2.30
6M High / 6M Low: 6.12 2.30
High (YTD): 7/11/2024 6.12
Low (YTD): 9/3/2024 2.30
52W High: 11/1/2023 8.44
52W Low: 9/3/2024 2.30
Avg. price 1W:   2.60
Avg. volume 1W:   0.00
Avg. price 1M:   2.94
Avg. volume 1M:   0.00
Avg. price 6M:   4.66
Avg. volume 6M:   0.00
Avg. price 1Y:   5.20
Avg. volume 1Y:   0.00
Volatility 1M:   106.62%
Volatility 6M:   84.92%
Volatility 1Y:   80.33%
Volatility 3Y:   -