Goldman Sachs Call 140 6MK 17.01.2025
/ DE000GZ9BGC4
Goldman Sachs Call 140 6MK 17.01..../ DE000GZ9BGC4 /
30/08/2024 11:09:12 |
Chg.+0.005 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.065EUR |
+8.33% |
- Bid Size: - |
- Ask Size: - |
MERCK CO. D... |
140.00 - |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
01/03/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
146.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.18 |
Parity: |
-3.28 |
Time value: |
0.07 |
Break-even: |
140.73 |
Moneyness: |
0.77 |
Premium: |
0.31 |
Premium p.a.: |
1.04 |
Spread abs.: |
0.01 |
Spread %: |
15.87% |
Delta: |
0.09 |
Theta: |
-0.01 |
Omega: |
13.12 |
Rho: |
0.03 |
Quote data
Open: |
0.065 |
High: |
0.065 |
Low: |
0.065 |
Previous Close: |
0.060 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.41% |
1 Month |
|
|
+4.84% |
3 Months |
|
|
-79.03% |
YTD |
|
|
-45.83% |
1 Year |
|
|
-75.93% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.065 |
0.050 |
1M High / 1M Low: |
0.090 |
0.049 |
6M High / 6M Low: |
0.670 |
0.049 |
High (YTD): |
28/03/2024 |
0.670 |
Low (YTD): |
16/08/2024 |
0.049 |
52W High: |
28/03/2024 |
0.670 |
52W Low: |
16/08/2024 |
0.049 |
Avg. price 1W: |
|
0.057 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.062 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.342 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.281 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
257.82% |
Volatility 6M: |
|
231.28% |
Volatility 1Y: |
|
200.58% |
Volatility 3Y: |
|
- |