Goldman Sachs Put 80 MRK 20.12.2024
/ DE000GQ0CGH1
Goldman Sachs Put 80 MRK 20.12.20.../ DE000GQ0CGH1 /
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: |
|
- |