Goldman Sachs Put 150 EXPE 20.06.2025
/ DE000GG2SB38
Goldman Sachs Put 150 EXPE 20.06..../ DE000GG2SB38 /
| 2024-07-16 10:43:21 AM |
Chg.-0.01 |
Bid4:54:33 PM |
Ask4:54:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.48EUR |
-0.40% |
2.33
Bid Size: 30,000 |
2.34
Ask Size: 30,000 |
Expedia Group Inc |
150.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
GG2SB3 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-22 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.53 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.39 |
| Parity: |
1.60 |
| Time value: |
0.90 |
| Break-even: |
112.64 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.81% |
| Delta: |
-0.52 |
| Theta: |
-0.02 |
| Omega: |
-2.55 |
| Rho: |
-0.82 |
Quote data
| Open: |
2.48 |
| High: |
2.48 |
| Low: |
2.48 |
| Previous Close: |
2.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.37% |
| 1 Month |
|
|
-16.78% |
| 3 Months |
|
|
-16.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.83 |
2.49 |
| 1M High / 1M Low: |
3.03 |
2.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
