Goldman Sachs Call 50 EBA 21.06.2.../  DE000GP47MH1  /

EUWAX
2024-05-24  10:39:14 AM Chg.-0.020 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.280EUR -6.67% -
Bid Size: -
-
Ask Size: -
EBAY INC. DL... 50.00 - 2024-06-21 Call
 

Master data

WKN: GP47MH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-06-21
Issue date: 2023-05-24
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.30
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.02
Implied volatility: 0.79
Historic volatility: 0.24
Parity: 0.02
Time value: 0.43
Break-even: 54.44
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 2.02
Spread abs.: 0.02
Spread %: 4.72%
Delta: 0.55
Theta: -0.08
Omega: 6.26
Rho: 0.02
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.45%
1 Month     0.00%
3 Months  
+154.55%
YTD  
+133.33%
1 Year
  -9.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.180
1M High / 1M Low: 0.390 0.120
6M High / 6M Low: 0.440 0.048
High (YTD): 2024-03-14 0.440
Low (YTD): 2024-01-16 0.048
52W High: 2023-07-24 0.480
52W Low: 2024-01-16 0.048
Avg. price 1W:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.229
Avg. volume 1M:   0.000
Avg. price 6M:   0.186
Avg. volume 6M:   0.000
Avg. price 1Y:   0.217
Avg. volume 1Y:   0.000
Volatility 1M:   351.29%
Volatility 6M:   255.28%
Volatility 1Y:   223.35%
Volatility 3Y:   -