Goldman Sachs Call 60 EBAY 16.01..../  DE000GG690V1  /

EUWAX
10/18/2024  10:48:12 AM Chg.-0.06 Bid1:57:26 PM Ask1:57:26 PM Underlying Strike price Expiration date Option type
1.14EUR -5.00% 1.14
Bid Size: 30,000
1.16
Ask Size: 30,000
eBay Inc 60.00 USD 1/16/2026 Call
 

Master data

WKN: GG690V
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 60.00 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: 5.11
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.49
Implied volatility: 0.31
Historic volatility: 0.22
Parity: 0.49
Time value: 0.69
Break-even: 67.21
Moneyness: 1.09
Premium: 0.11
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.72%
Delta: 0.70
Theta: -0.01
Omega: 3.60
Rho: 0.38
 

Quote data

Open: 1.14
High: 1.14
Low: 1.14
Previous Close: 1.20
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.79%
1 Month  
+4.59%
3 Months  
+86.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.27 1.20
1M High / 1M Low: 1.27 0.95
6M High / 6M Low: 1.27 0.41
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.23
Avg. volume 1W:   0.00
Avg. price 1M:   1.12
Avg. volume 1M:   0.00
Avg. price 6M:   0.69
Avg. volume 6M:   281.25
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.53%
Volatility 6M:   99.92%
Volatility 1Y:   -
Volatility 3Y:   -