Goldman Sachs Call 70 ADEN 20.06..../  DE000GG0CG33  /

EUWAX
2024-05-28  1:37:54 PM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.012EUR 0.00% -
Bid Size: -
-
Ask Size: -
ADECCO N 70.00 CHF 2025-06-20 Call
 

Master data

WKN: GG0CG3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 70.00 CHF
Maturity: 2025-06-20
Issue date: 2023-11-30
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 84.76
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.31
Parity: -3.50
Time value: 0.04
Break-even: 70.98
Moneyness: 0.50
Premium: 0.99
Premium p.a.: 0.91
Spread abs.: 0.03
Spread %: 250.00%
Delta: 0.08
Theta: 0.00
Omega: 6.51
Rho: 0.02
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.012
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month  
+50.00%
3 Months  
+33.33%
YTD
  -60.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.018 0.011
1M High / 1M Low: 0.021 0.008
6M High / 6M Low: - -
High (YTD): 2024-01-02 0.040
Low (YTD): 2024-04-24 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   315.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -