Goldman Sachs Call 280 ADP 17.01..../  DE000GJ2H088  /

EUWAX
1/10/2025  6:46:30 PM Chg.-0.35 Bid8:54:19 PM Ask8:54:19 PM Underlying Strike price Expiration date Option type
0.81EUR -30.17% 0.90
Bid Size: 10,000
0.92
Ask Size: 10,000
Automatic Data Proce... 280.00 USD 1/17/2025 Call
 

Master data

WKN: GJ2H08
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 280.00 USD
Maturity: 1/17/2025
Issue date: 8/20/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.32
Leverage: Yes

Calculated values

Fair value: 1.17
Intrinsic value: 1.15
Implied volatility: 0.31
Historic volatility: 0.15
Parity: 1.15
Time value: 0.12
Break-even: 284.63
Moneyness: 1.04
Premium: 0.00
Premium p.a.: 0.24
Spread abs.: 0.07
Spread %: 5.83%
Delta: 0.84
Theta: -0.22
Omega: 18.84
Rho: 0.04
 

Quote data

Open: 1.20
High: 1.20
Low: 0.81
Previous Close: 1.16
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.50%
1 Month
  -53.71%
3 Months
  -49.06%
YTD
  -50.91%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.36 0.79
1M High / 1M Low: 2.25 0.79
6M High / 6M Low: - -
High (YTD): 1/2/2025 1.54
Low (YTD): 1/7/2025 0.79
52W High: - -
52W Low: - -
Avg. price 1W:   1.10
Avg. volume 1W:   0.00
Avg. price 1M:   1.56
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   285.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -