Goldman Sachs Call 30 ADEN 21.03.2025
/ DE000GG6XLN4
Goldman Sachs Call 30 ADEN 21.03..../ DE000GG6XLN4 /
| 2024-05-31 11:26:46 AM |
Chg.0.000 |
Bid5:20:01 PM |
Ask5:20:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ADECCO N |
30.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
GG6XLN |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ADECCO N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.31 |
| Parity: |
0.41 |
| Time value: |
0.26 |
| Break-even: |
37.36 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
3.08% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
3.93 |
| Rho: |
0.16 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.16% |
| 1 Month |
|
|
+29.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.660 |
| 1M High / 1M Low: |
0.800 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.722 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.666 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
