Goldman Sachs Put 60 6MK 20.09.20.../  DE000GG0N8B4  /

EUWAX
7/4/2024  10:11:49 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.003EUR - -
Bid Size: -
-
Ask Size: -
MERCK CO. D... 60.00 - 9/20/2024 Put
 

Master data

WKN: GG0N8B
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 9/20/2024
Issue date: 12/6/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -507.21
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.16
Parity: -5.67
Time value: 0.02
Break-even: 59.77
Moneyness: 0.51
Premium: 0.49
Premium p.a.: 5.74
Spread abs.: 0.02
Spread %: 666.67%
Delta: -0.01
Theta: -0.01
Omega: -7.52
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.003
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month     0.00%
3 Months
  -70.00%
YTD
  -84.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.002
1M High / 1M Low: 0.003 0.002
6M High / 6M Low: 0.015 0.002
High (YTD): 1/5/2024 0.018
Low (YTD): 7/2/2024 0.002
52W High: - -
52W Low: - -
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.007
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   432.59%
Volatility 6M:   510.75%
Volatility 1Y:   -
Volatility 3Y:   -