Goldman Sachs Call 120 6MK 17.01.2025
/ DE000GQ522C4
Goldman Sachs Call 120 6MK 17.01..../ DE000GQ522C4 /
| 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: |
|
- |
