Goldman Sachs Call 45 EBAY 20.03..../  DE000GG690X7  /

EUWAX
10/16/2024  2:05:09 PM Chg.-0.02 Bid9:57:15 PM Ask9:57:15 PM Underlying Strike price Expiration date Option type
2.30EUR -0.86% 2.29
Bid Size: 20,000
2.30
Ask Size: 20,000
eBay Inc 45.00 USD 3/20/2026 Call
 

Master data

WKN: GG690X
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 3/20/2026
Issue date: 4/18/2024
Last trading day: 3/19/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.66
Leverage: Yes

Calculated values

Fair value: 2.23
Intrinsic value: 2.02
Implied volatility: 0.31
Historic volatility: 0.22
Parity: 2.02
Time value: 0.29
Break-even: 64.45
Moneyness: 1.49
Premium: 0.05
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 0.87%
Delta: 0.92
Theta: -0.01
Omega: 2.44
Rho: 0.47
 

Quote data

Open: 2.30
High: 2.30
Low: 2.30
Previous Close: 2.32
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.44%
1 Month  
+17.95%
3 Months  
+79.69%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.32 2.24
1M High / 1M Low: 2.32 1.89
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.28
Avg. volume 1W:   0.00
Avg. price 1M:   2.10
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   49.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -