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Goldman Sachs Call 80 E3X1 17.01..../  DE000GP20133  /

EUWAX
11/11/2024  10:27:51 Chg.- Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
9.65EUR - -
Bid Size: -		 -
Ask Size: -		 EXPEDIA GRP INC. DL-... 80.00 - 17/01/2025 Call
 

Master data

WKN: GP2013
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 17/01/2025
Issue date: 31/03/2023
Last trading day: 13/11/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.73
Leverage: Yes

Calculated values

Fair value: 9.25
Intrinsic value: 9.21
Implied volatility: 1.89
Historic volatility: 0.35
Parity: 9.21
Time value: 0.75
Break-even: 179.60
Moneyness: 2.15
Premium: 0.04
Premium p.a.: 0.30
Spread abs.: 0.11
Spread %: 1.12%
Delta: 0.92
Theta: -0.17
Omega: 1.59
Rho: 0.10
 

Quote data

Open: 9.65
High: 9.65
Low: 9.65
Previous Close: 10.03
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+30.58%
3 Months  
+93.00%
YTD  
+34.21%
1 Year  
+64.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.65 9.65
1M High / 1M Low: 10.03 7.15
6M High / 6M Low: 10.03 3.16
High (YTD): 08/11/2024 10.03
Low (YTD): 05/08/2024 3.16
52W High: 08/11/2024 10.03
52W Low: 05/08/2024 3.16
Avg. price 1W:   9.65
Avg. volume 1W:   0.00
Avg. price 1M:   7.89
Avg. volume 1M:   0.00
Avg. price 6M:   5.26
Avg. volume 6M:   0.00
Avg. price 1Y:   5.58
Avg. volume 1Y:   0.00
Volatility 1M:   100.25%
Volatility 6M:   88.53%
Volatility 1Y:   79.61%
Volatility 3Y:   -