Goldman Sachs Put 200 ADP 16.01.2.../  DE000GG3D591  /

EUWAX
2024-06-19  11:29:20 AM Chg.+0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.800EUR +1.27% -
Bid Size: -
-
Ask Size: -
Automatic Data Proce... 200.00 USD 2026-01-16 Put
 

Master data

WKN: GG3D59
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Put
Strike price: 200.00 USD
Maturity: 2026-01-16
Issue date: 2024-02-05
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -25.86
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.17
Parity: -4.14
Time value: 0.88
Break-even: 177.44
Moneyness: 0.82
Premium: 0.22
Premium p.a.: 0.13
Spread abs.: 0.05
Spread %: 6.02%
Delta: -0.18
Theta: -0.01
Omega: -4.59
Rho: -0.78
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.790
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.67%
1 Month  
+25.00%
3 Months
  -3.61%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.750
1M High / 1M Low: 0.880 0.640
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.792
Avg. volume 1W:   0.000
Avg. price 1M:   0.750
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -