Goldman Sachs Call 180 EXPE 20.03.../  DE000GG6C9L8  /

EUWAX
2024-07-31  10:01:24 AM Chg.+0.03 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.23EUR +2.50% -
Bid Size: -
-
Ask Size: -
Expedia Group Inc 180.00 USD 2026-03-20 Call
 

Master data

WKN: GG6C9L
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Expedia Group Inc
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 2026-03-20
Issue date: 2024-04-04
Last trading day: 2026-03-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.66
Leverage: Yes

Calculated values

Fair value: 1.26
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.40
Parity: -4.76
Time value: 1.23
Break-even: 178.73
Moneyness: 0.71
Premium: 0.50
Premium p.a.: 0.28
Spread abs.: 0.05
Spread %: 4.24%
Delta: 0.38
Theta: -0.02
Omega: 3.69
Rho: 0.54
 

Quote data

Open: 1.23
High: 1.23
Low: 1.23
Previous Close: 1.20
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.52%
1 Month  
+16.04%
3 Months
  -32.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.33 1.10
1M High / 1M Low: 1.52 0.96
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.18
Avg. volume 1W:   0.00
Avg. price 1M:   1.21
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -