OverviewChartNewsTraderScreen

Goldman Sachs Call 80 E3X1 21.06..../  DE000GP4VSN7  /

EUWAX
2024-06-14  9:00:39 AM Chg.-0.03 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
4.08EUR -0.73% -
Bid Size: -		 -
Ask Size: -		 EXPEDIA GRP INC. DL-... 80.00 - 2024-06-21 Call
 

Master data

WKN: GP4VSN
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-06-21
Issue date: 2023-05-26
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.72
Leverage: Yes

Calculated values

Fair value: 3.65
Intrinsic value: 3.64
Implied volatility: 3.94
Historic volatility: 0.40
Parity: 3.64
Time value: 0.64
Break-even: 122.80
Moneyness: 1.46
Premium: 0.05
Premium p.a.: 24.87
Spread abs.: 0.10
Spread %: 2.39%
Delta: 0.84
Theta: -1.20
Omega: 2.29
Rho: 0.01
 

Quote data

Open: 4.08
High: 4.08
Low: 4.08
Previous Close: 4.11
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.38%
1 Month  
+33.33%
3 Months
  -22.58%
YTD
  -40.87%
1 Year  
+26.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.11 4.01
1M High / 1M Low: 4.11 2.74
6M High / 6M Low: 7.20 2.74
High (YTD): 2024-02-08 7.20
Low (YTD): 2024-05-31 2.74
52W High: 2024-02-08 7.20
52W Low: 2023-11-01 2.05
Avg. price 1W:   4.05
Avg. volume 1W:   0.00
Avg. price 1M:   3.28
Avg. volume 1M:   0.00
Avg. price 6M:   5.13
Avg. volume 6M:   0.00
Avg. price 1Y:   4.40
Avg. volume 1Y:   0.00
Volatility 1M:   81.51%
Volatility 6M:   79.24%
Volatility 1Y:   106.36%
Volatility 3Y:   -