Goldman Sachs Call 120 6MK 20.09.2024
/ DE000GG0N133
Goldman Sachs Call 120 6MK 20.09..../ DE000GG0N133 /
| 7/17/2024 10:36:17 AM |
Chg.-0.210 |
Bid3:51:10 PM |
Ask3:51:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-21.88% |
0.750
Bid Size: 50,000 |
0.760
Ask Size: 50,000 |
MERCK CO. D... |
120.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
GG0N13 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
12/6/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.16 |
| Parity: |
-0.49 |
| Time value: |
0.77 |
| Break-even: |
127.71 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.01 |
| Spread %: |
1.31% |
| Delta: |
0.47 |
| Theta: |
-0.08 |
| Omega: |
7.05 |
| Rho: |
0.08 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.64% |
| 1 Month |
|
|
-33.63% |
| 3 Months |
|
|
-28.57% |
| YTD |
|
|
+120.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.830 |
| 1M High / 1M Low: |
1.450 |
0.780 |
| 6M High / 6M Low: |
1.570 |
0.710 |
| High (YTD): |
3/28/2024 |
1.570 |
| Low (YTD): |
1/2/2024 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.946 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.100 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.95% |
| Volatility 6M: |
|
147.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
