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Goldman Sachs Put 140 E3X1 17.01..../  DE000GP5XFB2  /

EUWAX
10/11/2024  4:33:53 PM Chg.+0.010 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.620EUR +1.64% -
Bid Size: -		 -
Ask Size: -		 EXPEDIA GRP INC. DL-... 140.00 - 1/17/2025 Put
 

Master data

WKN: GP5XFB
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Put
Strike price: 140.00 -
Maturity: 1/17/2025
Issue date: 6/19/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -21.23
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 0.20
Implied volatility: 0.21
Historic volatility: 0.38
Parity: 0.20
Time value: 0.45
Break-even: 133.50
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 3.17%
Delta: -0.50
Theta: -0.02
Omega: -10.59
Rho: -0.20
 

Quote data

Open: 0.640
High: 0.640
Low: 0.620
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.51%
1 Month
  -57.82%
3 Months
  -63.74%
YTD
  -54.74%
1 Year
  -83.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.610
1M High / 1M Low: 1.470 0.610
6M High / 6M Low: 2.950 0.610
High (YTD): 5/31/2024 2.950
Low (YTD): 10/10/2024 0.610
52W High: 10/27/2023 4.490
52W Low: 10/10/2024 0.610
Avg. price 1W:   0.636
Avg. volume 1W:   0.000
Avg. price 1M:   0.845
Avg. volume 1M:   0.000
Avg. price 6M:   1.761
Avg. volume 6M:   0.000
Avg. price 1Y:   1.910
Avg. volume 1Y:   0.000
Volatility 1M:   103.59%
Volatility 6M:   133.70%
Volatility 1Y:   125.60%
Volatility 3Y:   -