Goldman Sachs Call 400 ADP 17.01..../  DE000GG6SRE0  /

EUWAX
6/19/2024  9:54:25 AM Chg.0.000 Bid8:00:02 PM Ask8:00:02 PM Underlying Strike price Expiration date Option type
0.035EUR 0.00% -
Bid Size: -
-
Ask Size: -
Automatic Data Proce... 400.00 USD 1/17/2025 Call
 

Master data

WKN: GG6SRE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 400.00 USD
Maturity: 1/17/2025
Issue date: 4/18/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 239.58
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.17
Parity: -14.49
Time value: 0.10
Break-even: 373.43
Moneyness: 0.61
Premium: 0.64
Premium p.a.: 1.35
Spread abs.: 0.05
Spread %: 111.11%
Delta: 0.04
Theta: -0.01
Omega: 10.44
Rho: 0.05
 

Quote data

Open: 0.035
High: 0.035
Low: 0.035
Previous Close: 0.035
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.26%
1 Month  
+29.63%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.035
1M High / 1M Low: 0.060 0.023
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.043
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   425.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -