Goldman Sachs Put 36 ADEN 20.12.2024
/ DE000GG9E1Q9
Goldman Sachs Put 36 ADEN 20.12.2.../ DE000GG9E1Q9 /
| 11/11/2024 10:42:35 AM |
Chg.- |
Bid2:02:55 PM |
Ask2:02:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ADECCO N |
36.00 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
GG9E1Q |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ADECCO N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
6/11/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.28 |
| Parity: |
1.17 |
| Time value: |
0.04 |
| Break-even: |
26.26 |
| Moneyness: |
1.44 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
1.68% |
| Delta: |
-0.85 |
| Theta: |
-0.02 |
| Omega: |
-1.88 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.63% |
| 1 Month |
|
|
+40.96% |
| 3 Months |
|
|
+40.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
1.12 |
| 1M High / 1M Low: |
1.19 |
0.74 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
