Goldman Sachs Call 240 ADP 17.05..../  DE000GG2J2X5  /

EUWAX
2024-05-10  10:03:18 AM Chg.+0.190 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.570EUR +50.00% -
Bid Size: -
-
Ask Size: -
Automatic Data Proce... 240.00 USD 2024-05-17 Call
 

Master data

WKN: GG2J2X
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 2024-05-17
Issue date: 2024-01-16
Last trading day: 2024-05-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.28
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.64
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 0.64
Time value: 0.07
Break-even: 229.91
Moneyness: 1.03
Premium: 0.00
Premium p.a.: 0.21
Spread abs.: 0.03
Spread %: 4.41%
Delta: 0.84
Theta: -0.16
Omega: 27.05
Rho: 0.03
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.76%
1 Month
  -47.22%
3 Months
  -66.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.380
1M High / 1M Low: 1.090 0.380
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.480
Avg. volume 1W:   0.000
Avg. price 1M:   0.829
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   336.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -