Goldman Sachs Call 110 EXPE 15.01.../  DE000GB937S7  /

EUWAX
11/27/2020  9:57:24 AM Chg.- Bid9:06:05 AM Ask9:06:05 AM Underlying Strike price Expiration date Option type
1.42EUR - 1.33
Bid Size: 5,000
1.43
Ask Size: 5,000
Expedia Group 110.00 USD 1/15/2021 Call

Master data

WKN: GB937S
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 110.00 USD
Maturity: 1/15/2021
Issue date: 2/11/2020
Last trading day: 1/14/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.23
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 1.15
Implied volatility: 0.82
Historic volatility: 0.58
Parity: 1.15
Time value: 0.28
Break-even: 106.18
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 0.70%
Delta: 0.62
Theta: -0.05
Omega: 4.50
Rho: 0.06
 

Quote data

Open: 1.42
High: 1.42
Low: 1.42
Previous Close: 1.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.94%
1 Month  
+273.68%
3 Months  
+111.94%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.52 1.28
1M High / 1M Low: 1.65 0.38
6M High / 6M Low: 1.65 0.23
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.43
Avg. volume 1W:   0.00
Avg. price 1M:   1.12
Avg. volume 1M:   0.00
Avg. price 6M:   0.60
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   717.30%
Volatility 6M:   377.77%
Volatility 1Y:   -
Volatility 3Y:   -