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

EUWAX
9/11/2024  10:32:12 AM Chg.-0.20 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
4.77EUR -4.02% -
Bid Size: -		 -
Ask Size: -		 EXPEDIA GRP INC. DL-... 80.00 - 1/17/2025 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: 1/17/2025
Issue date: 3/31/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.46
Leverage: Yes

Calculated values

Fair value: 4.02
Intrinsic value: 3.90
Implied volatility: 1.02
Historic volatility: 0.38
Parity: 3.90
Time value: 0.94
Break-even: 128.40
Moneyness: 1.49
Premium: 0.08
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 0.41%
Delta: 0.84
Theta: -0.07
Omega: 2.06
Rho: 0.18
 

Quote data

Open: 4.77
High: 4.77
Low: 4.77
Previous Close: 4.97
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.47%
1 Month
  -2.05%
3 Months  
+10.16%
YTD
  -33.66%
1 Year  
+25.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.10 4.77
1M High / 1M Low: 5.76 4.63
6M High / 6M Low: 5.92 3.16
High (YTD): 2/8/2024 7.52
Low (YTD): 8/5/2024 3.16
52W High: 2/8/2024 7.52
52W Low: 11/2/2023 2.51
Avg. price 1W:   4.98
Avg. volume 1W:   0.00
Avg. price 1M:   5.14
Avg. volume 1M:   0.00
Avg. price 6M:   4.69
Avg. volume 6M:   0.00
Avg. price 1Y:   4.97
Avg. volume 1Y:   0.00
Volatility 1M:   67.37%
Volatility 6M:   90.71%
Volatility 1Y:   97.94%
Volatility 3Y:   -