Goldman Sachs Call 50 ADEN 20.06..../  DE000GP7LUU2  /

EUWAX
2024-05-30  9:35:12 AM Chg.-0.004 Bid4:50:35 PM Ask4:50:35 PM Underlying Strike price Expiration date Option type
0.048EUR -7.69% 0.049
Bid Size: 20,000
0.069
Ask Size: 20,000
ADECCO N 50.00 CHF 2025-06-20 Call
 

Master data

WKN: GP7LUU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 50.00 CHF
Maturity: 2025-06-20
Issue date: 2023-07-07
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.75
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.31
Parity: -1.61
Time value: 0.08
Break-even: 51.48
Moneyness: 0.68
Premium: 0.49
Premium p.a.: 0.46
Spread abs.: 0.02
Spread %: 33.90%
Delta: 0.16
Theta: 0.00
Omega: 7.12
Rho: 0.05
 

Quote data

Open: 0.048
High: 0.048
Low: 0.048
Previous Close: 0.052
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.81%
1 Month  
+41.18%
3 Months
  -46.67%
YTD
  -76.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.063 0.052
1M High / 1M Low: 0.063 0.034
6M High / 6M Low: 0.210 0.029
High (YTD): 2024-01-02 0.190
Low (YTD): 2024-04-24 0.029
52W High: - -
52W Low: - -
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   0.089
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.89%
Volatility 6M:   156.65%
Volatility 1Y:   -
Volatility 3Y:   -