Goldman Sachs Call 380 ADP 21.02..../  DE000GJ9NZB1  /

EUWAX
1/24/2025  10:24:52 AM Chg.-0.004 Bid9:21:45 PM Ask9:21:45 PM Underlying Strike price Expiration date Option type
0.022EUR -15.38% 0.023
Bid Size: 10,000
0.043
Ask Size: 5,000
Automatic Data Proce... 380.00 USD 2/21/2025 Call
 

Master data

WKN: GJ9NZB
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 380.00 USD
Maturity: 2/21/2025
Issue date: 1/20/2025
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 305.37
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.15
Parity: -8.08
Time value: 0.09
Break-even: 365.76
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 26.07
Spread abs.: 0.07
Spread %: 304.35%
Delta: 0.05
Theta: -0.08
Omega: 16.77
Rho: 0.01
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.026
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
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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:   -