Goldman Sachs Call 100 EXPE 20.09.2024
/ DE000GQ8VA52
Goldman Sachs Call 100 EXPE 20.09.../ DE000GQ8VA52 /
| 2024-06-07 3:52:26 PM |
Chg.+0.40 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
+21.98% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
100.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
GQ8VA5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.13 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.40 |
| Parity: |
2.13 |
| Time value: |
0.30 |
| Break-even: |
116.88 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.41% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
4.04 |
| Rho: |
0.21 |
Quote data
| Open: |
2.13 |
| High: |
2.22 |
| Low: |
2.13 |
| Previous Close: |
1.82 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+59.71% |
| 1 Month |
|
|
+40.51% |
| 3 Months |
|
|
-37.82% |
| YTD |
|
|
-59.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.22 |
1.68 |
| 1M High / 1M Low: |
2.22 |
1.34 |
| 6M High / 6M Low: |
5.61 |
1.34 |
| High (YTD): |
2024-02-08 |
5.61 |
| Low (YTD): |
2024-05-29 |
1.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
45.45 |
| Avg. price 6M: |
|
3.74 |
| Avg. volume 6M: |
|
8.06 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.70% |
| Volatility 6M: |
|
107.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
