Goldman Sachs Call 250 MRK 19.09..../  DE000GJ4ER04  /

EUWAX
11/4/2024  11:19:28 AM Chg.+0.001 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.070EUR +1.45% -
Bid Size: -
-
Ask Size: -
MERCK KGAA O.N. 250.00 EUR 9/19/2025 Call
 

Master data

WKN: GJ4ER0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 250.00 EUR
Maturity: 9/19/2025
Issue date: 9/26/2024
Last trading day: 9/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 95.09
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -9.60
Time value: 0.16
Break-even: 251.62
Moneyness: 0.62
Premium: 0.63
Premium p.a.: 0.75
Spread abs.: 0.11
Spread %: 194.55%
Delta: 0.09
Theta: -0.01
Omega: 8.13
Rho: 0.10
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.069
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -36.36%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.069
1M High / 1M Low: 0.150 0.069
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.099
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   314.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -