Goldman Sachs Call 220 MRK 18.10.2024
/ DE000GJ1CPK3
Goldman Sachs Call 220 MRK 18.10..../ DE000GJ1CPK3 /
26/08/2024 11:23:03 |
Chg.+0.002 |
Bid17:35:12 |
Ask17:35:12 |
Underlying |
Strike price |
Expiration date |
Option type |
0.010EUR |
+25.00% |
0.010 Bid Size: 10,000 |
0.110 Ask Size: 3,000 |
MERCK KGAA O.N. |
220.00 EUR |
18/10/2024 |
Call |
Master data
WKN: |
GJ1CPK |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
MERCK KGAA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 EUR |
Maturity: |
18/10/2024 |
Issue date: |
26/07/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
160.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.27 |
Parity: |
-4.85 |
Time value: |
0.11 |
Break-even: |
221.07 |
Moneyness: |
0.78 |
Premium: |
0.29 |
Premium p.a.: |
4.75 |
Spread abs.: |
0.10 |
Spread %: |
1,683.33% |
Delta: |
0.09 |
Theta: |
-0.04 |
Omega: |
13.81 |
Rho: |
0.02 |
Quote data
Open: |
0.010 |
High: |
0.010 |
Low: |
0.010 |
Previous Close: |
0.008 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.010 |
0.008 |
1M High / 1M Low: |
0.040 |
0.008 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.009 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.020 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
389.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |