Goldman Sachs Put 110 MRK 16.08.2024
/ DE000GG8X7L5
Goldman Sachs Put 110 MRK 16.08.2.../ DE000GG8X7L5 /
| 2024-07-31 10:20:40 AM |
Chg.+0.033 |
Bid6:50:59 PM |
Ask6:50:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.046EUR |
+253.85% |
0.084
Bid Size: 50,000 |
0.091
Ask Size: 50,000 |
Merck and Co Inc |
110.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
GG8X7L |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Merck and Co Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-31 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-140.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
-0.49 |
| Time value: |
0.08 |
| Break-even: |
100.94 |
| Moneyness: |
0.95 |
| Premium: |
0.05 |
| Premium p.a.: |
2.23 |
| Spread abs.: |
0.01 |
| Spread %: |
15.15% |
| Delta: |
-0.20 |
| Theta: |
-0.05 |
| Omega: |
-28.61 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.046 |
| High: |
0.046 |
| Low: |
0.046 |
| Previous Close: |
0.013 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+130.00% |
| 1 Month |
|
|
+64.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.021 |
0.013 |
| 1M High / 1M Low: |
0.042 |
0.013 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.019 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.023 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
