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Goldman Sachs Call 240 MRK 20.06..../  DE000GP7RZS2  /

EUWAX
03/10/2024  09:21:47 Chg.+0.010 Bid09:25:16 Ask09:25:16 Underlying Strike price Expiration date Option type
0.080EUR +14.29% 0.080
Bid Size: 10,000		 0.150
Ask Size: 2,000		 MERCK KGAA O.N. 240.00 EUR 20/06/2025 Call
 

Master data

WKN: GP7RZS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 240.00 EUR
Maturity: 20/06/2025
Issue date: 12/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 87.87
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -8.36
Time value: 0.18
Break-even: 241.78
Moneyness: 0.65
Premium: 0.55
Premium p.a.: 0.84
Spread abs.: 0.10
Spread %: 128.21%
Delta: 0.10
Theta: -0.02
Omega: 8.48
Rho: 0.10
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -66.67%
3 Months
  -55.56%
YTD
  -52.94%
1 Year
  -74.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.070
1M High / 1M Low: 0.240 0.070
6M High / 6M Low: 0.420 0.070
High (YTD): 19/06/2024 0.420
Low (YTD): 02/10/2024 0.070
52W High: 24/11/2023 0.440
52W Low: 02/10/2024 0.070
Avg. price 1W:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.140
Avg. volume 1M:   0.000
Avg. price 6M:   0.219
Avg. volume 6M:   0.000
Avg. price 1Y:   0.225
Avg. volume 1Y:   0.000
Volatility 1M:   208.06%
Volatility 6M:   172.55%
Volatility 1Y:   183.25%
Volatility 3Y:   -