Goldman Sachs Put 120 6MK 17.01.2025
/ DE000GZ7U4M4
Goldman Sachs Put 120 6MK 17.01.2.../ DE000GZ7U4M4 /
2024-07-24 10:38:32 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
- |
- Bid Size: - |
- Ask Size: - |
MERCK CO. D... |
120.00 - |
2025-01-17 |
Put |
Master data
WKN: |
GZ7U4M |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-01-31 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-28.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.38 |
Implied volatility: |
0.10 |
Historic volatility: |
0.16 |
Parity: |
0.38 |
Time value: |
0.03 |
Break-even: |
115.90 |
Moneyness: |
1.03 |
Premium: |
0.00 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.01 |
Spread %: |
2.50% |
Delta: |
-0.57 |
Theta: |
0.00 |
Omega: |
-16.26 |
Rho: |
-0.34 |
Quote data
Open: |
0.420 |
High: |
0.420 |
Low: |
0.420 |
Previous Close: |
0.420 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.53% |
1 Month |
|
|
+68.00% |
3 Months |
|
|
-16.00% |
YTD |
|
|
-66.93% |
1 Year |
|
|
-71.23% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.380 |
1M High / 1M Low: |
0.470 |
0.250 |
6M High / 6M Low: |
0.760 |
0.250 |
High (YTD): |
2024-01-02 |
1.060 |
Low (YTD): |
2024-06-26 |
0.250 |
52W High: |
2023-10-19 |
1.930 |
52W Low: |
2024-06-26 |
0.250 |
Avg. price 1W: |
|
0.422 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.363 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.458 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.989 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
212.50% |
Volatility 6M: |
|
156.83% |
Volatility 1Y: |
|
120.28% |
Volatility 3Y: |
|
- |