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

EUWAX
18/10/2024  10:20:15 Chg.+0.002 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.044EUR +4.76% -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 150.00 - 20/06/2025 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: 20/06/2025
Issue date: 29/06/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 208.37
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -5.00
Time value: 0.05
Break-even: 150.48
Moneyness: 0.67
Premium: 0.50
Premium p.a.: 0.84
Spread abs.: 0.01
Spread %: 26.32%
Delta: 0.05
Theta: -0.01
Omega: 11.41
Rho: 0.03
 

Quote data

Open: 0.044
High: 0.044
Low: 0.044
Previous Close: 0.042
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -66.15%
3 Months
  -83.70%
YTD
  -63.33%
1 Year
  -60.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.042
1M High / 1M Low: 0.130 0.042
6M High / 6M Low: 0.590 0.042
High (YTD): 28/03/2024 0.640
Low (YTD): 17/10/2024 0.042
52W High: 28/03/2024 0.640
52W Low: 17/10/2024 0.042
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.269
Avg. volume 6M:   0.000
Avg. price 1Y:   0.272
Avg. volume 1Y:   0.000
Volatility 1M:   176.65%
Volatility 6M:   226.45%
Volatility 1Y:   196.09%
Volatility 3Y:   -