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

EUWAX
12/3/2020  3:45:43 PM Chg.+0.21 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
1.75EUR +13.64% 1.63
Bid Size: 30,000
1.64
Ask Size: 30,000
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: 6.20
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 1.34
Implied volatility: 0.93
Historic volatility: 0.57
Parity: 1.34
Time value: 0.34
Break-even: 107.60
Moneyness: 1.15
Premium: 0.03
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 0.60%
Delta: 0.65
Theta: -0.07
Omega: 4.04
Rho: 0.06
 

Quote data

Open: 1.75
High: 1.75
Low: 1.75
Previous Close: 1.54
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.24%
1 Month  
+250.00%
3 Months  
+105.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.75 1.36
1M High / 1M Low: 1.75 0.46
6M High / 6M Low: 1.75 0.23
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.54
Avg. volume 1W:   0.00
Avg. price 1M:   1.30
Avg. volume 1M:   0.00
Avg. price 6M:   0.63
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   701.71%
Volatility 6M:   374.84%
Volatility 1Y:   -
Volatility 3Y:   -