Goldman Sachs Call 120 6MK 19.07.2024
/ DE000GG4ZKB1
Goldman Sachs Call 120 6MK 19.07..../ DE000GG4ZKB1 /
2024-07-04 11:12:29 AM |
Chg.- |
Bid9:22:51 PM |
Ask9:22:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
- |
0.600 Bid Size: 50,000 |
0.610 Ask Size: 50,000 |
MERCK CO. D... |
120.00 - |
2024-07-19 |
Call |
Master data
WKN: |
GG4ZKB |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 - |
Maturity: |
2024-07-19 |
Issue date: |
2024-03-11 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.78 |
Historic volatility: |
0.17 |
Parity: |
-0.36 |
Time value: |
0.56 |
Break-even: |
125.60 |
Moneyness: |
0.97 |
Premium: |
0.08 |
Premium p.a.: |
6.24 |
Spread abs.: |
0.03 |
Spread %: |
5.66% |
Delta: |
0.45 |
Theta: |
-0.26 |
Omega: |
9.46 |
Rho: |
0.02 |
Quote data
Open: |
0.590 |
High: |
0.590 |
Low: |
0.590 |
Previous Close: |
0.850 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-42.72% |
1 Month |
|
|
-33.71% |
3 Months |
|
|
-43.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.030 |
0.560 |
1M High / 1M Low: |
1.270 |
0.560 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.756 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.924 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
290.75% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |