Goldman Sachs Call 250 ADP 16.01..../  DE000GG3D4M9  /

EUWAX
2024-06-04  10:19:14 AM Chg.-0.10 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
2.58EUR -3.73% -
Bid Size: -
-
Ask Size: -
Automatic Data Proce... 250.00 USD 2026-01-16 Call
 

Master data

WKN: GG3D4M
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 2026-01-16
Issue date: 2024-02-05
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.47
Leverage: Yes

Calculated values

Fair value: 2.27
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -0.55
Time value: 2.64
Break-even: 255.60
Moneyness: 0.98
Premium: 0.14
Premium p.a.: 0.09
Spread abs.: 0.05
Spread %: 1.93%
Delta: 0.61
Theta: -0.03
Omega: 5.13
Rho: 1.77
 

Quote data

Open: 2.58
High: 2.58
Low: 2.58
Previous Close: 2.68
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.42%
1 Month
  -3.01%
3 Months
  -11.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.88 2.41
1M High / 1M Low: 3.29 2.41
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.60
Avg. volume 1W:   0.00
Avg. price 1M:   2.79
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -