Goldman Sachs Call 130 EXPE 15.01.../  DE000GB93833  /

EUWAX
12/1/2020  3:51:56 PM Chg.+0.160 Bid9:59:36 PM Ask9:59:36 PM Underlying Strike price Expiration date Option type
0.580EUR +38.10% 0.530
Bid Size: 30,000
0.540
Ask Size: 30,000
Expedia Group 130.00 USD 1/15/2021 Call

Master data

WKN: GB9383
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 130.00 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: 21.03
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.58
Parity: -0.46
Time value: 0.50
Break-even: 113.86
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 1.04
Spread abs.: 0.01
Spread %: 1.01%
Delta: 0.35
Theta: -0.05
Omega: 7.41
Rho: 0.04
 

Quote data

Open: 0.510
High: 0.580
Low: 0.510
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.41%
1 Month  
+383.33%
3 Months  
+107.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.540 0.420
1M High / 1M Low: 0.640 0.110
6M High / 6M Low: 0.640 0.060
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.482
Avg. volume 1W:   0.000
Avg. price 1M:   0.405
Avg. volume 1M:   0.000
Avg. price 6M:   0.231
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,255.48%
Volatility 6M:   594.93%
Volatility 1Y:   -
Volatility 3Y:   -