Goldman Sachs Call 57 EBAY 16.01..../  DE000GG69162  /

EUWAX
10/16/2024  2:05:09 PM Chg.-0.01 Bid9:55:36 PM Ask9:55:36 PM Underlying Strike price Expiration date Option type
1.43EUR -0.69% 1.42
Bid Size: 20,000
1.43
Ask Size: 20,000
eBay Inc 57.00 USD 1/16/2026 Call
 

Master data

WKN: GG6916
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 57.00 USD
Maturity: 1/16/2026
Issue date: 4/18/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.27
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 0.92
Implied volatility: 0.30
Historic volatility: 0.22
Parity: 0.92
Time value: 0.52
Break-even: 66.77
Moneyness: 1.18
Premium: 0.08
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 1.41%
Delta: 0.78
Theta: -0.01
Omega: 3.33
Rho: 0.42
 

Quote data

Open: 1.43
High: 1.43
Low: 1.43
Previous Close: 1.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+24.35%
3 Months  
+116.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.44 1.38
1M High / 1M Low: 1.44 1.11
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.41
Avg. volume 1W:   0.00
Avg. price 1M:   1.27
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -