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Goldman Sachs Call 120 6MK 21.06..../  DE000GK703W4  /

EUWAX
2024-06-14  11:13:56 AM Chg.-0.240 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.780EUR -23.53% -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 120.00 - 2024-06-21 Call
 

Master data

WKN: GK703W
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-06-21
Issue date: 2022-07-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.44
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.10
Implied volatility: 1.38
Historic volatility: 0.16
Parity: 0.10
Time value: 0.80
Break-even: 129.00
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 49.26
Spread abs.: 0.02
Spread %: 2.27%
Delta: 0.55
Theta: -0.71
Omega: 7.45
Rho: 0.01
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 1.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -34.45%
3 Months  
+34.48%
YTD  
+290.00%
1 Year  
+32.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.780
1M High / 1M Low: 1.190 0.530
6M High / 6M Low: 1.350 0.160
High (YTD): 2024-03-28 1.350
Low (YTD): 2024-01-02 0.330
52W High: 2024-03-28 1.350
52W Low: 2023-11-28 0.081
Avg. price 1W:   0.988
Avg. volume 1W:   0.000
Avg. price 1M:   0.925
Avg. volume 1M:   0.000
Avg. price 6M:   0.810
Avg. volume 6M:   0.000
Avg. price 1Y:   0.571
Avg. volume 1Y:   0.000
Volatility 1M:   220.85%
Volatility 6M:   202.06%
Volatility 1Y:   186.77%
Volatility 3Y:   -