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

EUWAX
06/09/2024  09:49:04 Chg.+0.020 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.540EUR +3.85% -
Bid Size: -		 -
Ask Size: -		 EXPEDIA GRP INC. DL-... 120.00 - 17/01/2025 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: 17/01/2025
Issue date: 18/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.75
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 0.07
Implied volatility: 0.23
Historic volatility: 0.38
Parity: 0.07
Time value: 0.54
Break-even: 113.96
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.68%
Delta: -0.45
Theta: -0.02
Omega: -8.93
Rho: -0.22
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.71%
1 Month
  -29.87%
3 Months
  -49.53%
YTD
  -30.77%
1 Year
  -73.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.390
1M High / 1M Low: 0.770 0.380
6M High / 6M Low: 1.570 0.380
High (YTD): 31/05/2024 1.570
Low (YTD): 30/08/2024 0.380
52W High: 01/11/2023 2.920
52W Low: 30/08/2024 0.380
Avg. price 1W:   0.464
Avg. volume 1W:   0.000
Avg. price 1M:   0.526
Avg. volume 1M:   0.000
Avg. price 6M:   0.951
Avg. volume 6M:   0.000
Avg. price 1Y:   1.207
Avg. volume 1Y:   0.000
Volatility 1M:   170.97%
Volatility 6M:   164.06%
Volatility 1Y:   144.26%
Volatility 3Y:   -