Goldman Sachs Call 130 6MK 20.09..../  DE000GG28SH7  /

EUWAX
02/08/2024  10:31:11 Chg.+0.001 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.023EUR +4.55% -
Bid Size: -
-
Ask Size: -
MERCK CO. D... 130.00 - 20/09/2024 Call
 

Master data

WKN: GG28SH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 20/09/2024
Issue date: 29/01/2024
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 229.53
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.18
Parity: -2.44
Time value: 0.05
Break-even: 130.46
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 4.00
Spread abs.: 0.01
Spread %: 27.78%
Delta: 0.08
Theta: -0.02
Omega: 17.36
Rho: 0.01
 

Quote data

Open: 0.023
High: 0.023
Low: 0.023
Previous Close: 0.022
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -91.48%
1 Month
  -94.65%
3 Months
  -95.96%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.022
1M High / 1M Low: 0.430 0.022
6M High / 6M Low: 0.900 0.022
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.264
Avg. volume 1M:   0.000
Avg. price 6M:   0.511
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   420.25%
Volatility 6M:   246.78%
Volatility 1Y:   -
Volatility 3Y:   -