OverviewChartNewsTraderScreen

Goldman Sachs Call 140 6MK 17.01..../  DE000GZ9BGC4  /

EUWAX
9/18/2024  9:35:08 AM Chg.0.000 Bid5:42:59 PM Ask5:42:59 PM Underlying Strike price Expiration date Option type
0.060EUR 0.00% 0.060
Bid Size: 50,000		 0.067
Ask Size: 50,000		 MERCK CO. D... 140.00 - 1/17/2025 Call
 

Master data

WKN: GZ9BGC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 1/17/2025
Issue date: 3/1/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 143.72
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.18
Parity: -3.36
Time value: 0.07
Break-even: 140.74
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 1.33
Spread abs.: 0.01
Spread %: 15.63%
Delta: 0.09
Theta: -0.01
Omega: 12.72
Rho: 0.03
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+22.45%
3 Months
  -84.21%
YTD
  -50.00%
1 Year
  -72.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.041
1M High / 1M Low: 0.070 0.041
6M High / 6M Low: 0.670 0.041
High (YTD): 3/28/2024 0.670
Low (YTD): 9/16/2024 0.041
52W High: 3/28/2024 0.670
52W Low: 9/16/2024 0.041
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.314
Avg. volume 6M:   0.000
Avg. price 1Y:   0.272
Avg. volume 1Y:   0.000
Volatility 1M:   307.98%
Volatility 6M:   253.77%
Volatility 1Y:   213.83%
Volatility 3Y:   -