Goldman Sachs Call 320 ADP 21.03..../  DE000GJ9RJP6  /

EUWAX
1/24/2025  10:31:57 AM Chg.-0.010 Bid9:17:20 PM Ask9:17:20 PM Underlying Strike price Expiration date Option type
0.190EUR -5.00% 0.210
Bid Size: 10,000
0.230
Ask Size: 5,000
Automatic Data Proce... 320.00 USD 3/21/2025 Call
 

Master data

WKN: GJ9RJP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 320.00 USD
Maturity: 3/21/2025
Issue date: 1/21/2025
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 109.23
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.15
Parity: -2.32
Time value: 0.26
Break-even: 309.83
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 0.76
Spread abs.: 0.05
Spread %: 23.81%
Delta: 0.20
Theta: -0.06
Omega: 21.99
Rho: 0.08
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -