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

EUWAX
26/09/2024  10:59:45 Chg.- Bid12:40:36 Ask12:40:36 Underlying Strike price Expiration date Option type
0.068EUR - 0.060
Bid Size: 20,000		 0.090
Ask Size: 20,000		 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: 146.64
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -4.88
Time value: 0.07
Break-even: 150.69
Moneyness: 0.67
Premium: 0.49
Premium p.a.: 0.73
Spread abs.: 0.01
Spread %: 16.95%
Delta: 0.07
Theta: -0.01
Omega: 10.52
Rho: 0.05
 

Quote data

Open: 0.068
High: 0.068
Low: 0.068
Previous Close: 0.064
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.44%
1 Month
  -38.18%
3 Months
  -86.67%
YTD
  -43.33%
1 Year
  -60.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.064
1M High / 1M Low: 0.130 0.064
6M High / 6M Low: 0.640 0.064
High (YTD): 28/03/2024 0.640
Low (YTD): 25/09/2024 0.064
52W High: 28/03/2024 0.640
52W Low: 25/09/2024 0.064
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.102
Avg. volume 1M:   0.000
Avg. price 6M:   0.324
Avg. volume 6M:   0.000
Avg. price 1Y:   0.278
Avg. volume 1Y:   0.000
Volatility 1M:   237.50%
Volatility 6M:   220.40%
Volatility 1Y:   194.46%
Volatility 3Y:   -