Goldman Sachs Call 60 EBAY 20.06..../  DE000GG729K0  /

EUWAX
10/16/2024  2:57:21 PM Chg.+0.01 Bid9:59:37 PM Ask9:59:37 PM Underlying Strike price Expiration date Option type
1.04EUR +0.97% 1.03
Bid Size: 20,000
1.04
Ask Size: 20,000
eBay Inc 60.00 USD 6/20/2025 Call
 

Master data

WKN: GG729K
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 6/20/2025
Issue date: 4/29/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.92
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.64
Implied volatility: 0.31
Historic volatility: 0.22
Parity: 0.64
Time value: 0.40
Break-even: 65.53
Moneyness: 1.12
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 1.96%
Delta: 0.74
Theta: -0.01
Omega: 4.39
Rho: 0.24
 

Quote data

Open: 1.03
High: 1.04
Low: 1.03
Previous Close: 1.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+28.40%
3 Months  
+173.68%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.04 0.99
1M High / 1M Low: 1.04 0.74
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.02
Avg. volume 1W:   0.00
Avg. price 1M:   0.91
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -