OverviewChartNewsTraderScreen

Goldman Sachs Call 250 MRK 20.12..../  DE000GZ69592  /

EUWAX
10/3/2024  9:29:19 AM Chg.0.000 Bid2:19:45 PM Ask2:19:45 PM Underlying Strike price Expiration date Option type
0.010EUR 0.00% 0.010
Bid Size: 10,000		 0.110
Ask Size: 5,000		 MERCK KGAA O.N. 250.00 - 12/20/2024 Call
 

Master data

WKN: GZ6959
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 12/20/2024
Issue date: 12/30/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 151.35
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.27
Parity: -9.26
Time value: 0.10
Break-even: 251.04
Moneyness: 0.63
Premium: 0.59
Premium p.a.: 7.89
Spread abs.: 0.10
Spread %: 2,500.00%
Delta: 0.06
Theta: -0.03
Omega: 9.38
Rho: 0.02
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month
  -60.00%
3 Months
  -69.70%
YTD
  -83.33%
1 Year
  -91.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.004
1M High / 1M Low: 0.025 0.004
6M High / 6M Low: 0.120 0.004
High (YTD): 6/19/2024 0.120
Low (YTD): 9/27/2024 0.004
52W High: 11/21/2023 0.190
52W Low: 9/27/2024 0.004
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.041
Avg. volume 6M:   0.000
Avg. price 1Y:   0.059
Avg. volume 1Y:   0.000
Volatility 1M:   439.18%
Volatility 6M:   299.77%
Volatility 1Y:   317.89%
Volatility 3Y:   -