Goldman Sachs Call 70 EBA 17.01.2.../  DE000GZ7P2R4  /

EUWAX
7/30/2024  10:39:45 AM Chg.+0.006 Bid9:35:20 PM Ask9:35:20 PM Underlying Strike price Expiration date Option type
0.070EUR +9.38% 0.085
Bid Size: 100,000
-
Ask Size: -
EBAY INC. DL... 70.00 - 1/17/2025 Call
 

Master data

WKN: GZ7P2R
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 1/17/2025
Issue date: 1/27/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 72.11
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.22
Parity: -1.95
Time value: 0.07
Break-even: 70.70
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 1.05
Spread abs.: 0.00
Spread %: -5.41%
Delta: 0.13
Theta: -0.01
Omega: 9.09
Rho: 0.03
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.064
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.27%
1 Month  
+11.11%
3 Months
  -22.22%
YTD  
+79.49%
1 Year
  -13.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.064 0.052
1M High / 1M Low: 0.080 0.051
6M High / 6M Low: 0.120 0.023
High (YTD): 3/14/2024 0.120
Low (YTD): 1/22/2024 0.022
52W High: 3/14/2024 0.120
52W Low: 11/20/2023 0.021
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.061
Avg. volume 1M:   0.000
Avg. price 6M:   0.063
Avg. volume 6M:   1,120
Avg. price 1Y:   0.057
Avg. volume 1Y:   553.360
Volatility 1M:   205.10%
Volatility 6M:   234.55%
Volatility 1Y:   188.67%
Volatility 3Y:   -