Goldman Sachs Put 260 ADP 16.08.2024
/ DE000GG5WVJ5
Goldman Sachs Put 260 ADP 16.08.2.../ DE000GG5WVJ5 /
| 17/06/2024 10:57:30 |
Chg.+0.04 |
Bid15:45:58 |
Ask15:45:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
+2.44% |
1.59
Bid Size: 10,000 |
1.60
Ask Size: 10,000 |
Automatic Data Proce... |
260.00 USD |
16/08/2024 |
Put |
Master data
| WKN: |
GG5WVJ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
28/03/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
1.62 |
| Time value: |
0.16 |
| Break-even: |
225.13 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.07 |
| Spread %: |
4.09% |
| Delta: |
-0.74 |
| Theta: |
-0.04 |
| Omega: |
-9.48 |
| Rho: |
-0.31 |
Quote data
| Open: |
1.68 |
| High: |
1.68 |
| Low: |
1.68 |
| Previous Close: |
1.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.67% |
| 1 Month |
|
|
+30.23% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.13 |
| 1M High / 1M Low: |
2.04 |
0.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
