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Goldman Sachs Put 120 E3X1 17.01..../  DE000GP4R556  /

EUWAX
26/09/2024  10:35:35 Chg.- Bid22:00:25 Ask22:00:25 Underlying Strike price Expiration date Option type
0.230EUR - -
Bid Size: -		 -
Ask Size: -		 EXPEDIA GRP INC. DL-... 120.00 - 17/01/2025 Put
 

Master data

WKN: GP4R55
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 17/01/2025
Issue date: 18/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -47.36
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.38
Parity: -1.07
Time value: 0.28
Break-even: 117.24
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 12.20%
Delta: -0.23
Theta: -0.02
Omega: -10.98
Rho: -0.10
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.81%
1 Month
  -48.89%
3 Months
  -71.95%
YTD
  -70.51%
1 Year
  -90.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.230
1M High / 1M Low: 0.610 0.230
6M High / 6M Low: 1.570 0.230
High (YTD): 31/05/2024 1.570
Low (YTD): 26/09/2024 0.230
52W High: 01/11/2023 2.920
52W Low: 26/09/2024 0.230
Avg. price 1W:   0.266
Avg. volume 1W:   0.000
Avg. price 1M:   0.427
Avg. volume 1M:   0.000
Avg. price 6M:   0.898
Avg. volume 6M:   0.000
Avg. price 1Y:   1.114
Avg. volume 1Y:   0.000
Volatility 1M:   151.73%
Volatility 6M:   167.99%
Volatility 1Y:   146.88%
Volatility 3Y:   -