Goldman Sachs Call 125 MRK 16.08.2024
/ DE000GG86VX6
Goldman Sachs Call 125 MRK 16.08..../ DE000GG86VX6 /
2024-07-25 11:12:58 AM |
Chg.+0.030 |
Bid1:05:11 PM |
Ask1:05:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
+10.34% |
0.360 Bid Size: 20,000 |
0.390 Ask Size: 20,000 |
Merck and Co Inc |
125.00 USD |
2024-08-16 |
Call |
Master data
WKN: |
GG86VX |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Merck and Co Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
125.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2024-05-17 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
30.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.08 |
Implied volatility: |
0.28 |
Historic volatility: |
0.16 |
Parity: |
0.08 |
Time value: |
0.29 |
Break-even: |
119.12 |
Moneyness: |
1.01 |
Premium: |
0.03 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.01 |
Spread %: |
2.71% |
Delta: |
0.57 |
Theta: |
-0.08 |
Omega: |
17.42 |
Rho: |
0.04 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.320 |
Previous Close: |
0.290 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.95% |
1 Month |
|
|
-66.67% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.290 |
1M High / 1M Low: |
0.960 |
0.290 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.328 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.480 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
340.02% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |