Goldman Sachs Put 40 ADEN 20.06.2025
/ DE000GQ0QN86
Goldman Sachs Put 40 ADEN 20.06.2.../ DE000GQ0QN86 /
| 9/26/2024 10:07:21 AM |
Chg.-0.01 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
-0.69% |
-
Bid Size: - |
-
Ask Size: - |
ADECCO N |
40.00 CHF |
6/20/2025 |
Put |
Master data
| WKN: |
GQ0QN8 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ADECCO N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
8/8/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.30 |
| Parity: |
1.35 |
| Time value: |
0.15 |
| Break-even: |
27.25 |
| Moneyness: |
1.47 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
3.45% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-1.28 |
| Rho: |
-0.25 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.35% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
+20.00% |
| YTD |
|
|
+121.54% |
| 1 Year |
|
|
+65.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.38 |
| 1M High / 1M Low: |
1.59 |
1.31 |
| 6M High / 6M Low: |
1.59 |
0.69 |
| High (YTD): |
9/11/2024 |
1.59 |
| Low (YTD): |
1/2/2024 |
0.64 |
| 52W High: |
9/11/2024 |
1.59 |
| 52W Low: |
11/30/2023 |
0.60 |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.98 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
53.76% |
| Volatility 6M: |
|
62.28% |
| Volatility 1Y: |
|
64.91% |
| Volatility 3Y: |
|
- |
