Goldman Sachs Call 120 6MK 17.01..../  DE000GQ522C4  /

EUWAX
2024-07-04  10:16:38 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.12EUR - -
Bid Size: -
-
Ask Size: -
MERCK CO. D... 120.00 - 2025-01-17 Call
 

Master data

WKN: GQ522C
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2025-01-17
Issue date: 2023-09-20
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.58
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.17
Parity: -0.36
Time value: 1.10
Break-even: 131.00
Moneyness: 0.97
Premium: 0.13
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 2.80%
Delta: 0.53
Theta: -0.03
Omega: 5.63
Rho: 0.27
 

Quote data

Open: 1.12
High: 1.12
Low: 1.12
Previous Close: 1.33
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.81%
1 Month
  -17.65%
3 Months
  -22.76%
YTD  
+128.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.47 1.08
1M High / 1M Low: 1.68 1.08
6M High / 6M Low: 1.79 0.90
High (YTD): 2024-03-28 1.79
Low (YTD): 2024-01-02 0.66
52W High: - -
52W Low: - -
Avg. price 1W:   1.25
Avg. volume 1W:   0.00
Avg. price 1M:   1.39
Avg. volume 1M:   0.00
Avg. price 6M:   1.32
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.68%
Volatility 6M:   109.70%
Volatility 1Y:   -
Volatility 3Y:   -