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Goldman Sachs Put 260 ADP 17.01.2.../  DE000GG1CVY5  /

EUWAX
9/26/2024  10:54:48 AM Chg.0.000 Bid3:44:28 PM Ask3:44:28 PM Underlying Strike price Expiration date Option type
0.480EUR 0.00% 0.500
Bid Size: 10,000		 0.510
Ask Size: 10,000		 Automatic Data Proce... 260.00 USD 1/17/2025 Put
 

Master data

WKN: GG1CVY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Put
Strike price: 260.00 USD
Maturity: 1/17/2025
Issue date: 12/21/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -46.31
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.16
Parity: -1.37
Time value: 0.53
Break-even: 228.27
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.27
Spread abs.: 0.03
Spread %: 5.95%
Delta: -0.27
Theta: -0.04
Omega: -12.52
Rho: -0.22
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month
  -30.43%
3 Months
  -70.91%
YTD
  -84.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.430
1M High / 1M Low: 0.800 0.430
6M High / 6M Low: 2.580 0.430
High (YTD): 1/2/2024 3.020
Low (YTD): 9/24/2024 0.430
52W High: - -
52W Low: - -
Avg. price 1W:   0.478
Avg. volume 1W:   0.000
Avg. price 1M:   0.554
Avg. volume 1M:   0.000
Avg. price 6M:   1.623
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   199.50%
Volatility 6M:   158.88%
Volatility 1Y:   -
Volatility 3Y:   -