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

EUWAX
2024-06-27  11:53:59 AM Chg.+0.020 Bid12:20:07 PM Ask12:20:07 PM Underlying Strike price Expiration date Option type
0.160EUR +14.29% 0.160
Bid Size: 10,000		 0.210
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: -69.17
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.16
Parity: -2.31
Time value: 0.18
Break-even: 98.22
Moneyness: 0.81
Premium: 0.20
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 12.66%
Delta: -0.12
Theta: -0.01
Omega: -8.13
Rho: -0.16
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -15.79%
3 Months
  -23.81%
YTD
  -73.77%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.140
1M High / 1M Low: 0.260 0.140
6M High / 6M Low: 0.620 0.140
High (YTD): 2024-01-03 0.490
Low (YTD): 2024-06-25 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.163
Avg. volume 1W:   0.000
Avg. price 1M:   0.191
Avg. volume 1M:   0.000
Avg. price 6M:   0.272
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.69%
Volatility 6M:   106.24%
Volatility 1Y:   -
Volatility 3Y:   -