Goldman Sachs Call 60 AHEXF 20.12.../  DE000GZ8VJ05  /

EUWAX
5/17/2024  11:01:11 AM Chg.-0.002 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.009EUR -18.18% -
Bid Size: -
-
Ask Size: -
Adecco Group AG 60.00 - 12/20/2024 Call
 

Master data

WKN: GZ8VJ0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Adecco Group AG
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 12/20/2024
Issue date: 2/20/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 99.35
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.31
Parity: -2.32
Time value: 0.04
Break-even: 60.37
Moneyness: 0.61
Premium: 0.64
Premium p.a.: 1.30
Spread abs.: 0.03
Spread %: 428.57%
Delta: 0.08
Theta: 0.00
Omega: 8.15
Rho: 0.02
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.011
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -18.18%
3 Months
  -18.18%
YTD
  -75.00%
1 Year
  -66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.014 0.008
1M High / 1M Low: 0.014 0.005
6M High / 6M Low: 0.051 0.005
High (YTD): 1/2/2024 0.040
Low (YTD): 4/24/2024 0.005
52W High: 12/6/2023 0.051
52W Low: 4/24/2024 0.005
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.021
Avg. volume 6M:   0.000
Avg. price 1Y:   0.024
Avg. volume 1Y:   0.000
Volatility 1M:   421.46%
Volatility 6M:   308.03%
Volatility 1Y:   270.77%
Volatility 3Y:   -