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

EUWAX
6/21/2024  11:08:19 AM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.880EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: -13.89
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 0.05
Implied volatility: 0.27
Historic volatility: 0.40
Parity: 0.05
Time value: 0.81
Break-even: 111.40
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 6.17%
Delta: -0.43
Theta: -0.02
Omega: -5.95
Rho: -0.34
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.880
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -37.59%
3 Months     0.00%
YTD  
+12.82%
1 Year
  -61.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.880
1M High / 1M Low: 1.570 0.880
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:   0.898
Avg. volume 1W:   0.000
Avg. price 1M:   1.185
Avg. volume 1M:   0.000
Avg. price 6M:   1.018
Avg. volume 6M:   0.000
Avg. price 1Y:   1.474
Avg. volume 1Y:   0.000
Volatility 1M:   88.58%
Volatility 6M:   123.01%
Volatility 1Y:   115.85%
Volatility 3Y:   -