Goldman Sachs Put 200 EXPE 16.01.2026
/ DE000GG24MY4
Goldman Sachs Put 200 EXPE 16.01..../ DE000GG24MY4 /
| 11/13/2024 3:59:41 PM |
Chg.-0.01 |
Bid8:30:26 PM |
Ask8:30:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.27EUR |
-0.30% |
3.41
Bid Size: 30,000 |
3.42
Ask Size: 30,000 |
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: |
-5.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.22 |
| Intrinsic value: |
1.70 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.35 |
| Parity: |
1.70 |
| Time value: |
1.65 |
| Break-even: |
154.88 |
| Moneyness: |
1.10 |
| Premium: |
0.10 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
1.52% |
| Delta: |
-0.48 |
| Theta: |
-0.02 |
| Omega: |
-2.44 |
| Rho: |
-1.36 |
Quote data
| Open: |
3.27 |
| High: |
3.27 |
| Low: |
3.27 |
| Previous Close: |
3.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.63% |
| 1 Month |
|
|
-34.47% |
| 3 Months |
|
|
-51.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.97 |
3.00 |
| 1M High / 1M Low: |
5.05 |
3.00 |
| 6M High / 6M Low: |
8.37 |
3.00 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.92% |
| Volatility 6M: |
|
63.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
