Goldman Sachs Call 120 6MK 20.09.2024
/ DE000GG0N133
Goldman Sachs Call 120 6MK 20.09..../ DE000GG0N133 /
| 19/06/2024 11:28:53 |
Chg.-0.11 |
Bid20:00:02 |
Ask20:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
-9.65% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
120.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
GG0N13 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
06/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.16 |
| Parity: |
-0.08 |
| Time value: |
1.06 |
| Break-even: |
130.60 |
| Moneyness: |
0.99 |
| Premium: |
0.10 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
0.95% |
| Delta: |
0.55 |
| Theta: |
-0.06 |
| Omega: |
6.16 |
| Rho: |
0.14 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.16% |
| 1 Month |
|
|
-20.16% |
| 3 Months |
|
|
+21.18% |
| YTD |
|
|
+202.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
1.01 |
| 1M High / 1M Low: |
1.33 |
0.86 |
| 6M High / 6M Low: |
1.57 |
0.28 |
| High (YTD): |
28/03/2024 |
1.57 |
| Low (YTD): |
02/01/2024 |
0.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.56% |
| Volatility 6M: |
|
143.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
