Goldman Sachs Call 120 MRK 16.08..../  DE000GG91PE8  /

EUWAX
2024-07-04  9:34:33 AM Chg.- Bid7:37:07 PM Ask7:37:07 PM Underlying Strike price Expiration date Option type
0.750EUR - 0.700
Bid Size: 50,000
0.710
Ask Size: 50,000
Merck and Co Inc 120.00 USD 2024-08-16 Call
 

Master data

WKN: GG91PE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Merck and Co Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-08-16
Issue date: 2024-06-04
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.63
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.54
Implied volatility: 0.21
Historic volatility: 0.17
Parity: 0.54
Time value: 0.16
Break-even: 118.00
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 4.48%
Delta: 0.78
Theta: -0.04
Omega: 12.89
Rho: 0.10
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.940
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.19%
1 Month
  -27.18%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.690
1M High / 1M Low: 1.400 0.690
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.876
Avg. volume 1W:   0.000
Avg. price 1M:   1.060
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   232.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -