Goldman Sachs Put 80 MRK 20.12.20.../  DE000GQ0CGH1  /

EUWAX
02/10/2024  09:19:14 Chg.+0.002 Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
0.010EUR +25.00% -
Bid Size: -
-
Ask Size: -
MERCK KGAA O.N. 80.00 EUR 20/12/2024 Put
 

Master data

WKN: GQ0CGH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 80.00 EUR
Maturity: 20/12/2024
Issue date: 28/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -143.49
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.91
Historic volatility: 0.27
Parity: -7.64
Time value: 0.11
Break-even: 78.91
Moneyness: 0.51
Premium: 0.50
Premium p.a.: 5.42
Spread abs.: 0.10
Spread %: 1,111.11%
Delta: -0.04
Theta: -0.03
Omega: -5.06
Rho: -0.01
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.008
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month     0.00%
3 Months
  -75.00%
YTD
  -90.00%
1 Year
  -90.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.008
1M High / 1M Low: 0.014 0.008
6M High / 6M Low: 0.080 0.008
High (YTD): 08/01/2024 0.110
Low (YTD): 01/10/2024 0.008
52W High: 01/11/2023 0.130
52W Low: 01/10/2024 0.008
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.034
Avg. volume 6M:   0.000
Avg. price 1Y:   0.059
Avg. volume 1Y:   0.000
Volatility 1M:   228.72%
Volatility 6M:   212.53%
Volatility 1Y:   168.84%
Volatility 3Y:   -