Goldman Sachs Call 45 EBAY 17.01..../  DE000GP7XM00  /

EUWAX
16/10/2024  17:48:49 Chg.-0.05 Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
2.05EUR -2.38% -
Bid Size: -
-
Ask Size: -
eBay Inc 45.00 USD 17/01/2025 Call
 

Master data

WKN: GP7XM0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 17/01/2025
Issue date: 14/07/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.96
Leverage: Yes

Calculated values

Fair value: 2.05
Intrinsic value: 2.02
Implied volatility: 0.49
Historic volatility: 0.22
Parity: 2.02
Time value: 0.06
Break-even: 62.15
Moneyness: 1.49
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.97%
Delta: 0.96
Theta: -0.01
Omega: 2.85
Rho: 0.10
 

Quote data

Open: 2.07
High: 2.07
Low: 2.05
Previous Close: 2.10
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.44%
1 Month  
+17.82%
3 Months  
+113.54%
YTD  
+355.56%
1 Year  
+301.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.10 2.02
1M High / 1M Low: 2.10 1.67
6M High / 6M Low: 2.10 0.70
High (YTD): 15/10/2024 2.10
Low (YTD): 16/01/2024 0.29
52W High: 15/10/2024 2.10
52W Low: 13/11/2023 0.28
Avg. price 1W:   2.06
Avg. volume 1W:   0.00
Avg. price 1M:   1.88
Avg. volume 1M:   0.00
Avg. price 6M:   1.18
Avg. volume 6M:   0.00
Avg. price 1Y:   0.85
Avg. volume 1Y:   0.00
Volatility 1M:   60.81%
Volatility 6M:   97.12%
Volatility 1Y:   117.35%
Volatility 3Y:   -