Goldman Sachs Call 100 EXPE 21.06.2024
/ DE000GQ2S3K8
Goldman Sachs Call 100 EXPE 21.06.../ DE000GQ2S3K8 /
| 11/06/2024 09:36:15 |
Chg.- |
Bid10:04:21 |
Ask10:04:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.17EUR |
- |
2.12
Bid Size: 10,000 |
2.19
Ask Size: 10,000 |
Expedia Group Inc |
100.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
GQ2S3K |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
23/08/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
2.12 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.40 |
| Parity: |
2.12 |
| Time value: |
0.05 |
| Break-even: |
114.81 |
| Moneyness: |
1.23 |
| Premium: |
0.00 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.07 |
| Spread %: |
3.33% |
| Delta: |
0.94 |
| Theta: |
-0.11 |
| Omega: |
4.97 |
| Rho: |
0.02 |
Quote data
| Open: |
2.17 |
| High: |
2.17 |
| Low: |
2.17 |
| Previous Close: |
2.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.39% |
| 1 Month |
|
|
+66.92% |
| 3 Months |
|
|
-40.71% |
| YTD |
|
|
-58.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.17 |
1.37 |
| 1M High / 1M Low: |
2.17 |
0.93 |
| 6M High / 6M Low: |
5.41 |
0.93 |
| High (YTD): |
08/02/2024 |
5.41 |
| Low (YTD): |
31/05/2024 |
0.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.43 |
| Avg. volume 6M: |
|
38.38 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.48% |
| Volatility 6M: |
|
135.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
