Goldman Sachs Call 280 ADP 16.08..../  DE000GG7P1R6  /

EUWAX
2024-05-24  10:26:43 AM Chg.-0.020 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.110EUR -15.38% -
Bid Size: -
-
Ask Size: -
Automatic Data Proce... 280.00 USD 2024-08-16 Call
 

Master data

WKN: GG7P1R
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 280.00 USD
Maturity: 2024-08-16
Issue date: 2024-05-07
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 171.24
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -2.87
Time value: 0.13
Break-even: 259.47
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.72
Spread abs.: 0.05
Spread %: 59.52%
Delta: 0.13
Theta: -0.03
Omega: 22.31
Rho: 0.06
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -