Goldman Sachs Call 50 ADEN 19.12..../  DE000GG6XRM3  /

EUWAX
2024-05-30  10:06:49 AM Chg.-0.001 Bid2:38:08 PM Ask2:38:08 PM Underlying Strike price Expiration date Option type
0.083EUR -1.19% 0.081
Bid Size: 50,000
0.088
Ask Size: 50,000
ADECCO N 50.00 CHF 2025-12-19 Call
 

Master data

WKN: GG6XRM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 50.00 CHF
Maturity: 2025-12-19
Issue date: 2024-04-22
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.43
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.31
Parity: -1.61
Time value: 0.13
Break-even: 51.95
Moneyness: 0.68
Premium: 0.50
Premium p.a.: 0.30
Spread abs.: 0.03
Spread %: 31.25%
Delta: 0.22
Theta: 0.00
Omega: 5.98
Rho: 0.10
 

Quote data

Open: 0.083
High: 0.083
Low: 0.083
Previous Close: 0.084
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.55%
1 Month  
+25.76%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.084
1M High / 1M Low: 0.120 0.060
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.101
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -