Goldman Sachs Call 70 ADEN 20.09..../  DE000GG0CJH7  /

EUWAX
2024-05-23  9:21:01 AM Chg.-0.003 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.001EUR -75.00% -
Bid Size: -
-
Ask Size: -
ADECCO N 70.00 CHF 2024-09-20 Call
 

Master data

WKN: GG0CJH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 70.00 CHF
Maturity: 2024-09-20
Issue date: 2023-11-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 115.74
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.31
Parity: -3.48
Time value: 0.03
Break-even: 70.94
Moneyness: 0.51
Premium: 0.98
Premium p.a.: 6.95
Spread abs.: 0.03
Spread %: 3,000.00%
Delta: 0.06
Theta: -0.01
Omega: 6.98
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.004
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month     0.00%
3 Months     0.00%
YTD
  -83.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.001
1M High / 1M Low: 0.005 0.001
6M High / 6M Low: - -
High (YTD): 2024-01-15 0.013
Low (YTD): 2024-05-23 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   977.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -