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

EUWAX
6/25/2024  10:47:12 AM Chg.-0.020 Bid8:05:11 PM Ask8:05:11 PM Underlying Strike price Expiration date Option type
0.760EUR -2.56% 0.710
Bid Size: 50,000		 0.720
Ask Size: 50,000		 EXPEDIA GRP INC. DL-... 120.00 - 1/17/2025 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: 1/17/2025
Issue date: 5/18/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.56
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 0.06
Implied volatility: 0.26
Historic volatility: 0.40
Parity: 0.06
Time value: 0.76
Break-even: 111.80
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 6.49%
Delta: -0.43
Theta: -0.02
Omega: -6.26
Rho: -0.34
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.780
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.28%
1 Month
  -48.99%
3 Months
  -13.64%
YTD
  -2.56%
1 Year
  -66.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.780
1M High / 1M Low: 1.570 0.780
6M High / 6M Low: 1.570 0.740
High (YTD): 5/31/2024 1.570
Low (YTD): 2/8/2024 0.740
52W High: 11/1/2023 2.920
52W Low: 2/8/2024 0.740
Avg. price 1W:   0.872
Avg. volume 1W:   0.000
Avg. price 1M:   1.141
Avg. volume 1M:   0.000
Avg. price 6M:   1.016
Avg. volume 6M:   0.000
Avg. price 1Y:   1.468
Avg. volume 1Y:   0.000
Volatility 1M:   91.18%
Volatility 6M:   123.61%
Volatility 1Y:   116.36%
Volatility 3Y:   -