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Goldman Sachs Put 120 6MK 17.01.2.../  DE000GZ7U4M4  /

EUWAX
24/07/2024  10:38:32 Chg.- Bid09:00:04 Ask09:00:04 Underlying Strike price Expiration date Option type
0.420EUR - -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 120.00 - 17/01/2025 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: 17/01/2025
Issue date: 31/01/2023
Last trading day: 16/01/2025
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): 02/01/2024 1.060
Low (YTD): 26/06/2024 0.250
52W High: 19/10/2023 1.930
52W Low: 26/06/2024 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:   -