Goldman Sachs Call 120 EXPE 20.06.2025
/ DE000GG38QJ6
Goldman Sachs Call 120 EXPE 20.06.../ DE000GG38QJ6 /
26/09/2024 10:29:49 |
Chg.- |
Bid22:00:24 |
Ask22:00:24 |
Underlying |
Strike price |
Expiration date |
Option type |
3.40EUR |
- |
- Bid Size: - |
- Ask Size: - |
Expedia Group Inc |
120.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
GG38QJ |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Expedia Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
14/02/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.32 |
Intrinsic value: |
2.55 |
Implied volatility: |
0.43 |
Historic volatility: |
0.38 |
Parity: |
2.55 |
Time value: |
0.94 |
Break-even: |
142.26 |
Moneyness: |
1.24 |
Premium: |
0.07 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
0.58% |
Delta: |
0.80 |
Theta: |
-0.03 |
Omega: |
3.03 |
Rho: |
0.52 |
Quote data
Open: |
3.40 |
High: |
3.40 |
Low: |
3.40 |
Previous Close: |
3.39 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.11% |
1 Month |
|
|
+23.64% |
3 Months |
|
|
+42.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.40 |
3.06 |
1M High / 1M Low: |
3.40 |
2.30 |
6M High / 6M Low: |
3.52 |
1.40 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.25 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.83 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.43 |
Avg. volume 6M: |
|
23.44 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.68% |
Volatility 6M: |
|
125.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |