Goldman Sachs Call 70 EBAY 20.03..../  DE000GG691Z0  /

EUWAX
16/10/2024  14:05:12 Chg.-0.010 Bid21:55:19 Ask21:55:19 Underlying Strike price Expiration date Option type
0.830EUR -1.19% 0.820
Bid Size: 20,000
0.830
Ask Size: 20,000
eBay Inc 70.00 USD 20/03/2026 Call
 

Master data

WKN: GG691Z
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 20/03/2026
Issue date: 18/04/2024
Last trading day: 19/03/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.33
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.22
Parity: -0.28
Time value: 0.84
Break-even: 72.72
Moneyness: 0.96
Premium: 0.18
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 2.44%
Delta: 0.57
Theta: -0.01
Omega: 4.18
Rho: 0.38
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.840
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.19%
1 Month  
+31.75%
3 Months  
+151.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.790
1M High / 1M Low: 0.840 0.600
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.820
Avg. volume 1W:   0.000
Avg. price 1M:   0.718
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -