Goldman Sachs Call 35 ADEN 19.12..../  DE000GG7A9R6  /

EUWAX
2024-05-22  11:30:29 AM Chg.-0.020 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.500EUR -3.85% -
Bid Size: -
-
Ask Size: -
ADECCO N 35.00 CHF 2025-12-19 Call
 

Master data

WKN: GG7A9R
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 35.00 CHF
Maturity: 2025-12-19
Issue date: 2024-04-23
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.71
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.06
Implied volatility: 0.23
Historic volatility: 0.31
Parity: 0.06
Time value: 0.48
Break-even: 40.76
Moneyness: 1.02
Premium: 0.13
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 3.88%
Delta: 0.66
Theta: -0.01
Omega: 4.43
Rho: 0.29
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.96%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.510
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.528
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -