Goldman Sachs Put 80 6MK 17.01.20.../  DE000GQ247D6  /

EUWAX
08/11/2024  13:05:12 Chg.-0.001 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.026EUR -3.70% -
Bid Size: -
-
Ask Size: -
MERCK CO. D... 80.00 - 17/01/2025 Put
 

Master data

WKN: GQ247D
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Put
Strike price: 80.00 -
Maturity: 17/01/2025
Issue date: 16/08/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -223.32
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -1.60
Time value: 0.04
Break-even: 79.57
Moneyness: 0.83
Premium: 0.17
Premium p.a.: 1.31
Spread abs.: 0.01
Spread %: 30.30%
Delta: -0.07
Theta: -0.01
Omega: -15.87
Rho: -0.01
 

Quote data

Open: 0.026
High: 0.026
Low: 0.026
Previous Close: 0.027
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.13%
1 Month
  -13.33%
3 Months
  -56.67%
YTD
  -80.00%
1 Year
  -89.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.031 0.026
1M High / 1M Low: 0.041 0.026
6M High / 6M Low: 0.060 0.023
High (YTD): 05/01/2024 0.110
Low (YTD): 12/06/2024 0.023
52W High: 28/11/2023 0.230
52W Low: 12/06/2024 0.023
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.033
Avg. volume 6M:   0.000
Avg. price 1Y:   0.064
Avg. volume 1Y:   0.000
Volatility 1M:   229.77%
Volatility 6M:   259.21%
Volatility 1Y:   225.21%
Volatility 3Y:   -