OverviewChartNewsTraderScreen

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

EUWAX
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:   -