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Goldman Sachs Put 120 6MK 20.06.2.../  DE000GP76WU2  /

EUWAX
2024-07-04  10:24:35 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.630EUR - -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 120.00 - 2025-06-20 Put
 

Master data

WKN: GP76WU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -17.12
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.36
Implied volatility: 0.16
Historic volatility: 0.17
Parity: 0.36
Time value: 0.32
Break-even: 113.20
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 4.62%
Delta: -0.46
Theta: 0.00
Omega: -7.84
Rho: -0.58
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.87%
1 Month  
+12.50%
3 Months
  -1.56%
YTD
  -55.32%
1 Year
  -54.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.540
1M High / 1M Low: 0.680 0.440
6M High / 6M Low: 1.050 0.440
High (YTD): 2024-01-02 1.220
Low (YTD): 2024-06-25 0.440
52W High: 2023-10-19 2.020
52W Low: 2024-06-25 0.440
Avg. price 1W:   0.610
Avg. volume 1W:   0.000
Avg. price 1M:   0.540
Avg. volume 1M:   0.000
Avg. price 6M:   0.686
Avg. volume 6M:   0.000
Avg. price 1Y:   1.180
Avg. volume 1Y:   0.000
Volatility 1M:   164.17%
Volatility 6M:   102.44%
Volatility 1Y:   84.95%
Volatility 3Y:   -