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Goldman Sachs Call 25 AHEXF 21.06.../  DE000GP3JR23  /

EUWAX
2024-05-31  10:49:05 AM Chg.+0.030 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.970EUR +3.19% -
Bid Size: -		 -
Ask Size: -		 Adecco Group AG 25.00 - 2024-06-21 Call
 

Master data

WKN: GP3JR2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Adecco Group AG
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2024-06-21
Issue date: 2023-04-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.48
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.98
Implied volatility: 0.84
Historic volatility: 0.31
Parity: 0.98
Time value: 0.02
Break-even: 35.00
Moneyness: 1.39
Premium: 0.00
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 3.09%
Delta: 0.96
Theta: -0.02
Omega: 3.36
Rho: 0.01
 

Quote data

Open: 0.970
High: 0.970
Low: 0.970
Previous Close: 0.940
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.82%
1 Month  
+32.88%
3 Months
  -11.82%
YTD
  -46.11%
1 Year  
+70.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 0.940
1M High / 1M Low: 1.160 0.700
6M High / 6M Low: 1.830 0.640
High (YTD): 2024-01-02 1.770
Low (YTD): 2024-04-18 0.640
52W High: 2023-12-19 1.830
52W Low: 2023-06-20 0.520
Avg. price 1W:   1.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.986
Avg. volume 1M:   0.000
Avg. price 6M:   1.221
Avg. volume 6M:   0.000
Avg. price 1Y:   1.195
Avg. volume 1Y:   8.696
Volatility 1M:   103.39%
Volatility 6M:   83.21%
Volatility 1Y:   85.74%
Volatility 3Y:   -