Goldman Sachs Call 250 MRK 15.11..../  DE000GJ2QSZ3  /

EUWAX
11/1/2024  11:02:49 AM Chg.- Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -
-
Ask Size: -
MERCK KGAA O.N. 250.00 EUR 11/15/2024 Call
 

Master data

WKN: GJ2QSZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 250.00 EUR
Maturity: 11/15/2024
Issue date: 8/23/2024
Last trading day: 11/14/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 102.02
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.78
Historic volatility: 0.27
Parity: -9.60
Time value: 0.15
Break-even: 251.51
Moneyness: 0.62
Premium: 0.63
Premium p.a.: 0.00
Spread abs.: 0.15
Spread %: 15,000.00%
Delta: 0.08
Theta: -0.32
Omega: 8.06
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: SU
 
  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: 0.001 0.001
1M High / 1M Low: 0.004 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   429.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -