Goldman Sachs Call 120 6MK 17.01.2025
/ DE000GQ522C4
Goldman Sachs Call 120 6MK 17.01..../ DE000GQ522C4 /
| 8/30/2024 9:35:58 AM |
Chg.-0.010 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-1.96% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
120.00 - |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
9/20/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.18 |
| Parity: |
-1.28 |
| Time value: |
0.53 |
| Break-even: |
125.30 |
| Moneyness: |
0.89 |
| Premium: |
0.17 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
0.37 |
| Theta: |
-0.04 |
| Omega: |
7.43 |
| Rho: |
0.13 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.04% |
| 1 Month |
|
|
+21.95% |
| 3 Months |
|
|
-56.14% |
| YTD |
|
|
+2.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.430 |
| 1M High / 1M Low: |
0.510 |
0.370 |
| 6M High / 6M Low: |
1.790 |
0.370 |
| High (YTD): |
3/28/2024 |
1.790 |
| Low (YTD): |
8/19/2024 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.441 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.167 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.00% |
| Volatility 6M: |
|
152.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
