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

EUWAX
8/9/2024  9:35:25 AM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.070EUR -12.50% -
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: 127.28
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.19
Parity: -3.56
Time value: 0.08
Break-even: 140.82
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 0.97
Spread abs.: 0.01
Spread %: 13.89%
Delta: 0.09
Theta: -0.01
Omega: 11.84
Rho: 0.04
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.06%
1 Month
  -73.08%
3 Months
  -84.78%
YTD
  -41.67%
1 Year
  -68.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.060
1M High / 1M Low: 0.350 0.060
6M High / 6M Low: 0.670 0.060
High (YTD): 3/28/2024 0.670
Low (YTD): 8/7/2024 0.060
52W High: 3/28/2024 0.670
52W Low: 11/28/2023 0.058
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.210
Avg. volume 1M:   0.000
Avg. price 6M:   0.396
Avg. volume 6M:   0.000
Avg. price 1Y:   0.294
Avg. volume 1Y:   0.000
Volatility 1M:   386.34%
Volatility 6M:   226.84%
Volatility 1Y:   198.50%
Volatility 3Y:   -