Goldman Sachs Put 260 ADP 21.06.2024
/ DE000GP980K8
Goldman Sachs Put 260 ADP 21.06.2.../ DE000GP980K8 /
2024-05-23 10:51:42 AM |
Chg.-0.190 |
Bid2:13:03 PM |
Ask2:13:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
-21.84% |
0.690 Bid Size: 5,000 |
0.740 Ask Size: 5,000 |
Automatic Data Proce... |
260.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
GP980K |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Automatic Data Processing Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
260.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-21 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-30.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.55 |
Implied volatility: |
0.19 |
Historic volatility: |
0.17 |
Parity: |
0.55 |
Time value: |
0.22 |
Break-even: |
232.48 |
Moneyness: |
1.02 |
Premium: |
0.01 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.05 |
Spread %: |
6.94% |
Delta: |
-0.64 |
Theta: |
-0.06 |
Omega: |
-19.55 |
Rho: |
-0.13 |
Quote data
Open: |
0.680 |
High: |
0.680 |
Low: |
0.680 |
Previous Close: |
0.870 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-47.29% |
1 Month |
|
|
-55.56% |
3 Months |
|
|
-40.87% |
YTD |
|
|
-74.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.290 |
0.840 |
1M High / 1M Low: |
1.710 |
0.840 |
6M High / 6M Low: |
3.080 |
0.840 |
High (YTD): |
2024-01-02 |
2.640 |
Low (YTD): |
2024-05-20 |
0.840 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.004 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.372 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.883 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
245.07% |
Volatility 6M: |
|
153.12% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |