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Goldman Sachs Put 100 6MK 20.06.2.../  DE000GP773M3  /

EUWAX
2024-07-25  11:13:57 AM Chg.+0.020 Bid11:44:36 AM Ask11:44:36 AM Underlying Strike price Expiration date Option type
0.200EUR +11.11% 0.190
Bid Size: 10,000		 0.240
Ask Size: 10,000		 MERCK CO. D... 100.00 - 2025-06-20 Put
 

Master data

WKN: GP773M
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -54.80
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.16
Parity: -1.62
Time value: 0.21
Break-even: 97.88
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 10.42%
Delta: -0.16
Theta: -0.01
Omega: -8.61
Rho: -0.18
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.65%
1 Month  
+42.86%
3 Months
  -16.67%
YTD
  -67.21%
1 Year
  -72.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.170
1M High / 1M Low: 0.210 0.140
6M High / 6M Low: 0.380 0.140
High (YTD): 2024-01-03 0.490
Low (YTD): 2024-06-25 0.140
52W High: 2023-10-19 0.930
52W Low: 2024-06-25 0.140
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.180
Avg. volume 1M:   0.000
Avg. price 6M:   0.230
Avg. volume 6M:   0.000
Avg. price 1Y:   0.481
Avg. volume 1Y:   0.000
Volatility 1M:   188.17%
Volatility 6M:   124.73%
Volatility 1Y:   101.75%
Volatility 3Y:   -