Goldman Sachs Call 150 6MK 16.01.2026
/ DE000GG24D96
Goldman Sachs Call 150 6MK 16.01..../ DE000GG24D96 /
| 29/08/2024 10:46:48 |
Chg.+0.030 |
Bid11:04:16 |
Ask11:04:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+11.54% |
0.290
Bid Size: 10,000 |
0.320
Ask Size: 10,000 |
MERCK CO. D... |
150.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
GG24D9 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
25/01/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
-4.45 |
| Time value: |
0.31 |
| Break-even: |
153.05 |
| Moneyness: |
0.70 |
| Premium: |
0.45 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
7.02% |
| Delta: |
0.20 |
| Theta: |
-0.01 |
| Omega: |
6.83 |
| Rho: |
0.25 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-48.21% |
| 3 Months |
|
|
-52.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.260 |
| 1M High / 1M Low: |
0.560 |
0.230 |
| 6M High / 6M Low: |
0.910 |
0.230 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.276 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.612 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.57% |
| Volatility 6M: |
|
136.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
