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Goldman Sachs Call 150 6MK 20.06..../  DE000GP77240  /

EUWAX
2024-06-28  10:21:51 AM Chg.-0.040 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.470EUR -7.84% -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 150.00 - 2025-06-20 Call
 

Master data

WKN: GP7724
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 33.99
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.16
Parity: -3.44
Time value: 0.34
Break-even: 153.40
Moneyness: 0.77
Premium: 0.33
Premium p.a.: 0.34
Spread abs.: 0.02
Spread %: 6.25%
Delta: 0.23
Theta: -0.01
Omega: 7.65
Rho: 0.22
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.82%
1 Month  
+27.03%
3 Months
  -26.56%
YTD  
+291.67%
1 Year  
+14.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.460
1M High / 1M Low: 0.540 0.360
6M High / 6M Low: 0.640 0.180
High (YTD): 2024-03-28 0.640
Low (YTD): 2024-01-02 0.180
52W High: 2024-03-28 0.640
52W Low: 2023-11-28 0.074
Avg. price 1W:   0.495
Avg. volume 1W:   0.000
Avg. price 1M:   0.433
Avg. volume 1M:   0.000
Avg. price 6M:   0.414
Avg. volume 6M:   0.000
Avg. price 1Y:   0.292
Avg. volume 1Y:   0.000
Volatility 1M:   127.35%
Volatility 6M:   137.54%
Volatility 1Y:   145.73%
Volatility 3Y:   -