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

EUWAX
8/16/2024  9:23:00 AM Chg.-0.020 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.110EUR -15.38% -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 150.00 - 6/20/2025 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: 6/20/2025
Issue date: 6/29/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 86.06
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -4.67
Time value: 0.12
Break-even: 151.20
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 0.57
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.11
Theta: -0.01
Omega: 9.20
Rho: 0.08
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -60.71%
3 Months
  -78.00%
YTD
  -8.33%
1 Year
  -56.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.110
1M High / 1M Low: 0.370 0.070
6M High / 6M Low: 0.640 0.070
High (YTD): 3/28/2024 0.640
Low (YTD): 8/5/2024 0.070
52W High: 3/28/2024 0.640
52W Low: 8/5/2024 0.070
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.194
Avg. volume 1M:   0.000
Avg. price 6M:   0.392
Avg. volume 6M:   0.000
Avg. price 1Y:   0.292
Avg. volume 1Y:   0.000
Volatility 1M:   398.54%
Volatility 6M:   213.68%
Volatility 1Y:   186.12%
Volatility 3Y:   -