Goldman Sachs Put 250 ADP 16.08.2024
/ DE000GG51VG5
Goldman Sachs Put 250 ADP 16.08.2.../ DE000GG51VG5 /
| 6/24/2024 11:05:19 AM |
Chg.-0.160 |
Bid8:09:38 PM |
Ask8:09:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-18.82% |
0.630
Bid Size: 10,000 |
0.640
Ask Size: 10,000 |
Automatic Data Proce... |
250.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
GG51VG |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
3/12/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-31.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
0.19 |
| Time value: |
0.54 |
| Break-even: |
226.61 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
4.29% |
| Delta: |
-0.50 |
| Theta: |
-0.05 |
| Omega: |
-15.91 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.30% |
| 1 Month |
|
|
+2.99% |
| 3 Months |
|
|
-32.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.840 |
| 1M High / 1M Low: |
1.320 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.894 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.906 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
334.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
