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Goldman Sachs Put 120 E3X1 17.01..../  DE000GP4R556  /

EUWAX
2024-07-31  10:17:09 AM Chg.-0.030 Bid6:37:52 PM Ask6:37:52 PM Underlying Strike price Expiration date Option type
0.800EUR -3.61% 0.850
Bid Size: 50,000		 0.860
Ask Size: 50,000		 EXPEDIA GRP INC. DL-... 120.00 - 2025-01-17 Put
 

Master data

WKN: GP4R55
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 2025-01-17
Issue date: 2023-05-18
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -13.82
Leverage: Yes

Calculated values

Fair value: 1.24
Intrinsic value: 0.12
Implied volatility: 0.28
Historic volatility: 0.40
Parity: 0.12
Time value: 0.74
Break-even: 111.40
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.14
Spread abs.: 0.05
Spread %: 6.17%
Delta: -0.45
Theta: -0.02
Omega: -6.18
Rho: -0.29
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.830
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.68%
1 Month
  -9.09%
3 Months
  -6.98%
YTD  
+2.56%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.710
1M High / 1M Low: 0.990 0.600
6M High / 6M Low: 1.570 0.600
High (YTD): 2024-05-31 1.570
Low (YTD): 2024-07-17 0.600
52W High: 2023-11-01 2.920
52W Low: 2024-07-17 0.600
Avg. price 1W:   0.836
Avg. volume 1W:   0.000
Avg. price 1M:   0.790
Avg. volume 1M:   0.000
Avg. price 6M:   1.006
Avg. volume 6M:   0.000
Avg. price 1Y:   1.363
Avg. volume 1Y:   0.000
Volatility 1M:   144.67%
Volatility 6M:   135.25%
Volatility 1Y:   122.15%
Volatility 3Y:   -