Goldman Sachs Call 180 E3X1 17.01.2025
/ DE000GZ8SCB1
Goldman Sachs Call 180 E3X1 17.01.../ DE000GZ8SCB1 /
9/18/2024 12:31:44 PM |
Chg.+0.010 |
Bid9/18/2024 |
Ask9/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
+6.25% |
0.170 Bid Size: 20,000 |
0.220 Ask Size: 20,000 |
EXPEDIA GRP INC. DL-... |
180.00 - |
1/17/2025 |
Call |
Master data
WKN: |
GZ8SCB |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
EXPEDIA GRP INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 - |
Maturity: |
1/17/2025 |
Issue date: |
2/17/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
65.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.38 |
Parity: |
-5.56 |
Time value: |
0.19 |
Break-even: |
181.91 |
Moneyness: |
0.69 |
Premium: |
0.46 |
Premium p.a.: |
2.14 |
Spread abs.: |
0.03 |
Spread %: |
20.13% |
Delta: |
0.12 |
Theta: |
-0.03 |
Omega: |
8.14 |
Rho: |
0.05 |
Quote data
Open: |
0.170 |
High: |
0.170 |
Low: |
0.170 |
Previous Close: |
0.160 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+54.55% |
1 Month |
|
|
+21.43% |
3 Months |
|
|
-5.56% |
YTD |
|
|
-88.96% |
1 Year |
|
|
-45.16% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.110 |
1M High / 1M Low: |
0.240 |
0.110 |
6M High / 6M Low: |
0.690 |
0.070 |
High (YTD): |
2/8/2024 |
1.580 |
Low (YTD): |
5/30/2024 |
0.070 |
52W High: |
12/22/2023 |
1.620 |
52W Low: |
5/30/2024 |
0.070 |
Avg. price 1W: |
|
0.140 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.167 |
Avg. volume 1M: |
|
2,227.273 |
Avg. price 6M: |
|
0.257 |
Avg. volume 6M: |
|
3,763.780 |
Avg. price 1Y: |
|
0.533 |
Avg. volume 1Y: |
|
1,881.890 |
Volatility 1M: |
|
289.23% |
Volatility 6M: |
|
283.58% |
Volatility 1Y: |
|
260.66% |
Volatility 3Y: |
|
- |