Goldman Sachs Call 100 EXPE 20.09.2024
/ DE000GQ8VA52
Goldman Sachs Call 100 EXPE 20.09.../ DE000GQ8VA52 /
| 7/29/2024 9:14:02 AM |
Chg.- |
Bid10:11:41 AM |
Ask10:11:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.60EUR |
- |
2.77
Bid Size: 20,000 |
2.82
Ask Size: 20,000 |
Expedia Group Inc |
100.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
GQ8VA5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/14/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
2.61 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.40 |
| Parity: |
2.61 |
| Time value: |
0.16 |
| Break-even: |
120.21 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.36% |
| Delta: |
0.91 |
| Theta: |
-0.05 |
| Omega: |
3.87 |
| Rho: |
0.11 |
Quote data
| Open: |
2.60 |
| High: |
2.60 |
| Low: |
2.60 |
| Previous Close: |
2.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.45% |
| 1 Month |
|
|
+1.56% |
| 3 Months |
|
|
-31.03% |
| YTD |
|
|
-52.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.31 |
2.54 |
| 1M High / 1M Low: |
3.52 |
2.30 |
| 6M High / 6M Low: |
5.61 |
1.34 |
| High (YTD): |
2/8/2024 |
5.61 |
| Low (YTD): |
5/29/2024 |
1.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.11 |
| Avg. volume 6M: |
|
7.94 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.53% |
| Volatility 6M: |
|
116.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
