Goldman Sachs Call 48 EBAY 21.06..../  DE000GG7P1T2  /

EUWAX
2024-05-24  10:26:43 AM Chg.-0.020 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.450EUR -4.26% -
Bid Size: -
-
Ask Size: -
eBay Inc 48.00 USD 2024-06-21 Call
 

Master data

WKN: GG7P1T
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 48.00 USD
Maturity: 2024-06-21
Issue date: 2024-05-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.69
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.59
Implied volatility: 0.47
Historic volatility: 0.24
Parity: 0.59
Time value: 0.06
Break-even: 50.77
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 3.16%
Delta: 0.86
Theta: -0.03
Omega: 6.61
Rho: 0.03
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.17%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.320
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.398
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -