Goldman Sachs Call 40 EBAY 16.01..../  DE000GG24DG0  /

EUWAX
8/9/2024  11:21:30 AM Chg.+0.09 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.74EUR +5.45% -
Bid Size: -
-
Ask Size: -
eBay Inc 40.00 USD 1/16/2026 Call
 

Master data

WKN: GG24DG
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 1/16/2026
Issue date: 1/25/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.94
Leverage: Yes

Calculated values

Fair value: 1.73
Intrinsic value: 1.51
Implied volatility: 0.26
Historic volatility: 0.22
Parity: 1.51
Time value: 0.25
Break-even: 54.24
Moneyness: 1.41
Premium: 0.05
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.92
Theta: -0.01
Omega: 2.72
Rho: 0.43
 

Quote data

Open: 1.74
High: 1.74
Low: 1.74
Previous Close: 1.65
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.75%
1 Month  
+13.73%
3 Months  
+28.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.75 1.57
1M High / 1M Low: 1.75 1.51
6M High / 6M Low: 1.77 0.76
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.67
Avg. volume 1W:   0.00
Avg. price 1M:   1.63
Avg. volume 1M:   0.00
Avg. price 6M:   1.45
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.92%
Volatility 6M:   72.20%
Volatility 1Y:   -
Volatility 3Y:   -