Goldman Sachs Call 150 EXPE 20.03.2026
/ DE000GG6C9V7
Goldman Sachs Call 150 EXPE 20.03.../ DE000GG6C9V7 /
| 13/11/2024 10:58:51 |
Chg.+0.02 |
Bid19:31:44 |
Ask19:31:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.00EUR |
+0.40% |
4.92
Bid Size: 30,000 |
4.93
Ask Size: 30,000 |
Expedia Group Inc |
150.00 USD |
20/03/2026 |
Call |
Master data
| WKN: |
GG6C9V |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
20/03/2026 |
| Issue date: |
04/04/2024 |
| Last trading day: |
19/03/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.67 |
| Intrinsic value: |
3.01 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.35 |
| Parity: |
3.01 |
| Time value: |
2.12 |
| Break-even: |
192.59 |
| Moneyness: |
1.21 |
| Premium: |
0.12 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.07 |
| Spread %: |
1.38% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
2.55 |
| Rho: |
1.08 |
Quote data
| Open: |
5.00 |
| High: |
5.00 |
| Low: |
5.00 |
| Previous Close: |
4.98 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.69% |
| 1 Month |
|
|
+70.07% |
| 3 Months |
|
|
+176.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.98 |
4.01 |
| 1M High / 1M Low: |
4.98 |
2.95 |
| 6M High / 6M Low: |
4.98 |
1.18 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.00% |
| Volatility 6M: |
|
109.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
