Goldman Sachs Call 240 MRK 20.06.2025
/ DE000GP7RZS2
Goldman Sachs Call 240 MRK 20.06..../ DE000GP7RZS2 /
8/26/2024 10:18:45 AM |
Chg.+0.010 |
Bid1:02:30 PM |
Ask1:02:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
+4.55% |
0.220 Bid Size: 10,000 |
0.290 Ask Size: 1,000 |
MERCK KGAA O.N. |
240.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
Issue date: |
7/12/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
57.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.27 |
Parity: |
-6.85 |
Time value: |
0.30 |
Break-even: |
242.96 |
Moneyness: |
0.71 |
Premium: |
0.42 |
Premium p.a.: |
0.53 |
Spread abs.: |
0.11 |
Spread %: |
62.64% |
Delta: |
0.15 |
Theta: |
-0.02 |
Omega: |
8.41 |
Rho: |
0.18 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.220 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.52% |
1 Month |
|
|
+15.00% |
3 Months |
|
|
-25.81% |
YTD |
|
|
+35.29% |
1 Year |
|
|
-30.30% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.200 |
1M High / 1M Low: |
0.280 |
0.200 |
6M High / 6M Low: |
0.420 |
0.130 |
High (YTD): |
6/19/2024 |
0.420 |
Low (YTD): |
4/23/2024 |
0.130 |
52W High: |
9/4/2023 |
0.620 |
52W Low: |
4/23/2024 |
0.130 |
Avg. price 1W: |
|
0.214 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.235 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.234 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.255 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
170.81% |
Volatility 6M: |
|
162.11% |
Volatility 1Y: |
|
188.84% |
Volatility 3Y: |
|
- |