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

EUWAX
10/8/2024  9:22:42 AM Chg.+0.020 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.270EUR +8.00% -
Bid Size: -
-
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: 20.69
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.22
Parity: -0.92
Time value: 0.29
Break-even: 72.94
Moneyness: 0.87
Premium: 0.20
Premium p.a.: 0.93
Spread abs.: 0.02
Spread %: 7.30%
Delta: 0.34
Theta: -0.03
Omega: 7.01
Rho: 0.05
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month  
+260.00%
3 Months  
+429.41%
YTD  
+592.31%
1 Year  
+297.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.210
1M High / 1M Low: 0.250 0.080
6M High / 6M Low: 0.250 0.035
High (YTD): 10/7/2024 0.250
Low (YTD): 1/22/2024 0.022
52W High: 10/7/2024 0.250
52W Low: 11/20/2023 0.021
Avg. price 1W:   0.226
Avg. volume 1W:   0.000
Avg. price 1M:   0.174
Avg. volume 1M:   0.000
Avg. price 6M:   0.083
Avg. volume 6M:   234.375
Avg. price 1Y:   0.064
Avg. volume 1Y:   553.360
Volatility 1M:   276.87%
Volatility 6M:   254.99%
Volatility 1Y:   223.44%
Volatility 3Y:   -