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Goldman Sachs Call 80 E3X1 17.01..../  DE000GP20133  /

EUWAX
6/20/2024  10:56:59 AM Chg.+0.03 Bid3:01:57 PM Ask3:01:57 PM Underlying Strike price Expiration date Option type
4.54EUR +0.67% 4.50
Bid Size: 10,000		 4.55
Ask Size: 10,000		 EXPEDIA GRP INC. DL-... 80.00 - 1/17/2025 Call
 

Master data

WKN: GP2013
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 1/17/2025
Issue date: 3/31/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.55
Leverage: Yes

Calculated values

Fair value: 3.89
Intrinsic value: 3.59
Implied volatility: 0.75
Historic volatility: 0.40
Parity: 3.59
Time value: 0.95
Break-even: 125.40
Moneyness: 1.45
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 0.44%
Delta: 0.83
Theta: -0.04
Omega: 2.13
Rho: 0.30
 

Quote data

Open: 4.54
High: 4.54
Low: 4.54
Previous Close: 4.51
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.25%
1 Month  
+27.53%
3 Months
  -18.35%
YTD
  -36.86%
1 Year  
+24.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.51 4.36
1M High / 1M Low: 4.51 3.16
6M High / 6M Low: 7.52 3.16
High (YTD): 2/8/2024 7.52
Low (YTD): 5/31/2024 3.16
52W High: 2/8/2024 7.52
52W Low: 11/2/2023 2.51
Avg. price 1W:   4.45
Avg. volume 1W:   0.00
Avg. price 1M:   3.77
Avg. volume 1M:   0.00
Avg. price 6M:   5.44
Avg. volume 6M:   0.00
Avg. price 1Y:   4.78
Avg. volume 1Y:   0.00
Volatility 1M:   64.46%
Volatility 6M:   71.42%
Volatility 1Y:   92.95%
Volatility 3Y:   -