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Goldman Sachs Call 140 6MK 17.01..../  DE000GZ9BGC4  /

EUWAX
2024-06-19  10:56:29 AM Chg.-0.040 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.340EUR -10.53% -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 140.00 - 2025-01-17 Call
 

Master data

WKN: GZ9BGC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2025-01-17
Issue date: 2023-03-01
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 33.20
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.16
Parity: -2.08
Time value: 0.36
Break-even: 143.59
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 2.87%
Delta: 0.27
Theta: -0.02
Omega: 9.04
Rho: 0.17
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.73%
1 Month
  -30.61%
3 Months  
+6.25%
YTD  
+183.33%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.340
1M High / 1M Low: 0.510 0.300
6M High / 6M Low: 0.670 0.110
High (YTD): 2024-03-28 0.670
Low (YTD): 2024-01-02 0.180
52W High: 2024-03-28 0.670
52W Low: 2023-11-28 0.058
Avg. price 1W:   0.382
Avg. volume 1W:   0.000
Avg. price 1M:   0.407
Avg. volume 1M:   0.000
Avg. price 6M:   0.401
Avg. volume 6M:   0.000
Avg. price 1Y:   0.297
Avg. volume 1Y:   0.000
Volatility 1M:   163.18%
Volatility 6M:   173.93%
Volatility 1Y:   162.08%
Volatility 3Y:   -