Goldman Sachs Call 220 MRK 15.11.2024
/ DE000GJ2QY86
Goldman Sachs Call 220 MRK 15.11..../ DE000GJ2QY86 /
10/3/2024 10:23:15 AM |
Chg.0.000 |
Bid1:02:35 PM |
Ask1:02:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.009EUR |
0.00% |
0.008 Bid Size: 20,000 |
0.038 Ask Size: 20,000 |
MERCK KGAA O.N. |
220.00 EUR |
11/15/2024 |
Call |
Master data
WKN: |
GJ2QY8 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
MERCK KGAA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 EUR |
Maturity: |
11/15/2024 |
Issue date: |
8/23/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
147.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.63 |
Historic volatility: |
0.27 |
Parity: |
-6.26 |
Time value: |
0.11 |
Break-even: |
221.07 |
Moneyness: |
0.72 |
Premium: |
0.40 |
Premium p.a.: |
16.88 |
Spread abs.: |
0.10 |
Spread %: |
1,683.33% |
Delta: |
0.08 |
Theta: |
-0.06 |
Omega: |
11.23 |
Rho: |
0.01 |
Quote data
Open: |
0.009 |
High: |
0.009 |
Low: |
0.009 |
Previous Close: |
0.009 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.00% |
1 Month |
|
|
-82.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.010 |
0.009 |
1M High / 1M Low: |
0.050 |
0.009 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.010 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.022 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
286.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |