Goldman Sachs Call 170 MRK 16.08..../  DE000GG8S0Z7  /

EUWAX
2024-06-27  10:31:33 AM Chg.- Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.008EUR - -
Bid Size: -
-
Ask Size: -
Merck and Co Inc 170.00 USD 2024-08-16 Call
 

Master data

WKN: GG8S0Z
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Merck and Co Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2024-08-16
Issue date: 2024-05-29
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 391.09
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.16
Parity: -3.75
Time value: 0.03
Break-even: 159.07
Moneyness: 0.76
Premium: 0.31
Premium p.a.: 6.56
Spread abs.: 0.02
Spread %: 181.82%
Delta: 0.04
Theta: -0.02
Omega: 17.29
Rho: 0.01
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.009
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.006
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -