Goldman Sachs Put 200 EXPE 16.01.2026
/ DE000GG24MY4
Goldman Sachs Put 200 EXPE 16.01..../ DE000GG24MY4 /
| 10/9/2024 9:36:08 AM |
Chg.- |
Bid12:57:49 PM |
Ask12:57:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.98EUR |
- |
4.96
Bid Size: 10,000 |
5.01
Ask Size: 10,000 |
Expedia Group Inc |
200.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
GG24MY |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
1/25/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.84 |
| Intrinsic value: |
4.31 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.38 |
| Parity: |
4.31 |
| Time value: |
0.62 |
| Break-even: |
133.49 |
| Moneyness: |
1.31 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.41% |
| Delta: |
-0.61 |
| Theta: |
-0.01 |
| Omega: |
-1.73 |
| Rho: |
-1.71 |
Quote data
| Open: |
4.98 |
| High: |
4.98 |
| Low: |
4.98 |
| Previous Close: |
5.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.60% |
| 1 Month |
|
|
-20.45% |
| 3 Months |
|
|
-24.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.23 |
4.98 |
| 1M High / 1M Low: |
6.47 |
4.98 |
| 6M High / 6M Low: |
8.37 |
4.98 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
30.99% |
| Volatility 6M: |
|
53.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
