Goldman Sachs Call 250 ADP 16.08..../  DE000GG4ZHJ0  /

EUWAX
2024-06-21  10:30:48 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.620EUR 0.00% -
Bid Size: -
-
Ask Size: -
Automatic Data Proce... 250.00 USD 2024-08-16 Call
 

Master data

WKN: GG4ZHJ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 2024-08-16
Issue date: 2024-03-11
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.77
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -0.19
Time value: 0.73
Break-even: 241.12
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 4.29%
Delta: 0.50
Theta: -0.08
Omega: 15.98
Rho: 0.16
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.620
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.23%
1 Month
  -35.42%
3 Months
  -51.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.520
1M High / 1M Low: 0.960 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.590
Avg. volume 1W:   0.000
Avg. price 1M:   0.633
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   274.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -