Goldman Sachs Put 280 ADP 21.02.2.../  DE000GJ42AC1  /

EUWAX
1/9/2025  10:44:22 AM Chg.- Bid1:22:54 PM Ask1:22:54 PM Underlying Strike price Expiration date Option type
0.410EUR - 0.390
Bid Size: 10,000
0.440
Ask Size: 5,000
Automatic Data Proce... 280.00 USD 2/21/2025 Put
 

Master data

WKN: GJ42AC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Put
Strike price: 280.00 USD
Maturity: 2/21/2025
Issue date: 9/19/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -68.47
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.15
Parity: -1.15
Time value: 0.41
Break-even: 267.79
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.60
Spread abs.: 0.02
Spread %: 5.08%
Delta: -0.28
Theta: -0.09
Omega: -19.00
Rho: -0.10
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.89%
1 Month  
+5.13%
3 Months
  -56.38%
YTD  
+13.89%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.530 0.360
1M High / 1M Low: 0.610 0.310
6M High / 6M Low: - -
High (YTD): 1/7/2025 0.530
Low (YTD): 1/6/2025 0.360
52W High: - -
52W Low: - -
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.412
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   312.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -