Goldman Sachs Call 70 EBA 17.01.2025
/ DE000GZ7P2R4
Goldman Sachs Call 70 EBA 17.01.2.../ DE000GZ7P2R4 /
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: |
|
- |