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

EUWAX
2024-07-12  10:31:48 AM Chg.+0.050 Bid6:47:07 PM Ask6:47:07 PM Underlying Strike price Expiration date Option type
0.350EUR +16.67% 0.310
Bid Size: 50,000		 0.320
Ask Size: 50,000		 MERCK CO. D... 140.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-03-01
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.06
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.16
Parity: -2.14
Time value: 0.37
Break-even: 143.70
Moneyness: 0.85
Premium: 0.21
Premium p.a.: 0.45
Spread abs.: 0.03
Spread %: 8.82%
Delta: 0.27
Theta: -0.02
Omega: 8.72
Rho: 0.15
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.63%
1 Month
  -25.53%
3 Months
  -23.91%
YTD  
+191.67%
1 Year  
+40.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.260
1M High / 1M Low: 0.560 0.260
6M High / 6M Low: 0.670 0.260
High (YTD): 2024-03-28 0.670
Low (YTD): 2024-01-02 0.180
52W High: 2024-03-28 0.670
52W Low: 2023-11-28 0.058
Avg. price 1W:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.378
Avg. volume 1M:   0.000
Avg. price 6M:   0.420
Avg. volume 6M:   0.000
Avg. price 1Y:   0.296
Avg. volume 1Y:   0.000
Volatility 1M:   248.21%
Volatility 6M:   176.28%
Volatility 1Y:   169.98%
Volatility 3Y:   -