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Goldman Sachs Call 160 6MK 17.01..../  DE000GP7C460  /

EUWAX
8/29/2024  10:29:09 AM Chg.0.000 Bid8:47:45 PM Ask8:47:45 PM Underlying Strike price Expiration date Option type
0.015EUR 0.00% 0.022
Bid Size: 50,000		 0.029
Ask Size: 50,000		 MERCK CO. D... 160.00 - 1/17/2025 Call
 

Master data

WKN: GP7C46
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 1/17/2025
Issue date: 7/3/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 422.13
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.18
Parity: -5.45
Time value: 0.03
Break-even: 160.25
Moneyness: 0.66
Premium: 0.52
Premium p.a.: 1.95
Spread abs.: 0.01
Spread %: 66.67%
Delta: 0.03
Theta: -0.01
Omega: 13.39
Rho: 0.01
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.015
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -68.75%
3 Months
  -75.00%
YTD
  -50.00%
1 Year
  -81.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.022 0.015
1M High / 1M Low: 0.061 0.015
6M High / 6M Low: 0.190 0.015
High (YTD): 3/28/2024 0.190
Low (YTD): 8/28/2024 0.015
52W High: 3/28/2024 0.190
52W Low: 8/28/2024 0.015
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.024
Avg. volume 1M:   0.000
Avg. price 6M:   0.078
Avg. volume 6M:   0.000
Avg. price 1Y:   0.069
Avg. volume 1Y:   0.000
Volatility 1M:   279.73%
Volatility 6M:   236.60%
Volatility 1Y:   246.12%
Volatility 3Y:   -