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Goldman Sachs Call 40 EBA 17.01.2.../  DE000GZ7NZW1  /

EUWAX
2024-07-29  10:01:20 AM Chg.+0.07 Bid10:35:05 AM Ask10:35:05 AM Underlying Strike price Expiration date Option type
1.40EUR +5.26% 1.41
Bid Size: 30,000		 -
Ask Size: -		 EBAY INC. DL... 40.00 - 2025-01-17 Call
 

Master data

WKN: GZ7NZW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2025-01-17
Issue date: 2023-01-25
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.63
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 0.99
Implied volatility: 0.60
Historic volatility: 0.22
Parity: 0.99
Time value: 0.38
Break-even: 53.76
Moneyness: 1.25
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: -0.03
Spread %: -1.78%
Delta: 0.78
Theta: -0.02
Omega: 2.84
Rho: 0.12
 

Quote data

Open: 1.40
High: 1.40
Low: 1.40
Previous Close: 1.33
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.70%
1 Month  
+2.94%
3 Months  
+6.87%
YTD  
+102.90%
1 Year  
+55.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.37 1.31
1M High / 1M Low: 1.49 1.27
6M High / 6M Low: 1.56 0.53
High (YTD): 2024-06-20 1.56
Low (YTD): 2024-01-16 0.49
52W High: 2024-06-20 1.56
52W Low: 2023-11-13 0.47
Avg. price 1W:   1.34
Avg. volume 1W:   0.00
Avg. price 1M:   1.35
Avg. volume 1M:   0.00
Avg. price 6M:   1.16
Avg. volume 6M:   0.00
Avg. price 1Y:   0.93
Avg. volume 1Y:   0.00
Volatility 1M:   72.55%
Volatility 6M:   90.30%
Volatility 1Y:   90.60%
Volatility 3Y:   -