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

EUWAX
6/28/2024  9:30:46 AM Chg.-0.040 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.430EUR -8.51% -
Bid Size: -		 -
Ask Size: -		 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: 36.80
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.16
Parity: -2.44
Time value: 0.31
Break-even: 143.14
Moneyness: 0.83
Premium: 0.24
Premium p.a.: 0.47
Spread abs.: 0.07
Spread %: 28.69%
Delta: 0.24
Theta: -0.02
Omega: 8.86
Rho: 0.14
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.88%
1 Month  
+34.38%
3 Months
  -35.82%
YTD  
+258.33%
1 Year
  -6.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.430
1M High / 1M Low: 0.560 0.310
6M High / 6M Low: 0.670 0.180
High (YTD): 3/28/2024 0.670
Low (YTD): 1/2/2024 0.180
52W High: 3/28/2024 0.670
52W Low: 11/28/2023 0.058
Avg. price 1W:   0.490
Avg. volume 1W:   0.000
Avg. price 1M:   0.411
Avg. volume 1M:   0.000
Avg. price 6M:   0.418
Avg. volume 6M:   0.000
Avg. price 1Y:   0.299
Avg. volume 1Y:   0.000
Volatility 1M:   181.22%
Volatility 6M:   168.03%
Volatility 1Y:   164.16%
Volatility 3Y:   -