Goldman Sachs Call 150 6MK 20.06.2025
/ DE000GP77240
Goldman Sachs Call 150 6MK 20.06..../ DE000GP77240 /
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: |
|
- |