Goldman Sachs Call 40 EBA 17.01.2025
/ DE000GZ7NZW1
Goldman Sachs Call 40 EBA 17.01.2.../ DE000GZ7NZW1 /
| 11/8/2024 2:17:12 PM |
Chg.-0.06 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
-2.84% |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
40.00 - |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
1/25/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.77 |
| Implied volatility: |
1.10 |
| Historic volatility: |
0.23 |
| Parity: |
1.77 |
| Time value: |
0.31 |
| Break-even: |
60.80 |
| Moneyness: |
1.44 |
| Premium: |
0.05 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
0.97% |
| Delta: |
0.85 |
| Theta: |
-0.05 |
| Omega: |
2.35 |
| Rho: |
0.05 |
Quote data
| Open: |
2.05 |
| High: |
2.05 |
| Low: |
2.05 |
| Previous Close: |
2.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
-18.00% |
| 3 Months |
|
|
+33.12% |
| YTD |
|
|
+197.10% |
| 1 Year |
|
|
+286.79% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.11 |
1.69 |
| 1M High / 1M Low: |
2.52 |
1.60 |
| 6M High / 6M Low: |
2.52 |
1.12 |
| High (YTD): |
10/16/2024 |
2.52 |
| Low (YTD): |
1/16/2024 |
0.49 |
| 52W High: |
10/16/2024 |
2.52 |
| 52W Low: |
11/13/2023 |
0.47 |
| Avg. price 1W: |
|
1.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.28 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
113.52% |
| Volatility 6M: |
|
79.56% |
| Volatility 1Y: |
|
90.18% |
| Volatility 3Y: |
|
- |
