Goldman Sachs Call 140 6MK 20.09.2024
/ DE000GG0NAF7
Goldman Sachs Call 140 6MK 20.09..../ DE000GG0NAF7 /
| 2024-05-24 11:13:22 AM |
Chg.+0.020 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+8.70% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
140.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
GG0NAF |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
65.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.16 |
| Parity: |
-2.06 |
| Time value: |
0.18 |
| Break-even: |
141.81 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.19 |
| Theta: |
-0.02 |
| Omega: |
12.60 |
| Rho: |
0.07 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.70% |
| 1 Month |
|
|
-19.35% |
| 3 Months |
|
|
-24.24% |
| YTD |
|
|
+400.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.210 |
| 1M High / 1M Low: |
0.320 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
0.450 |
| Low (YTD): |
2024-01-02 |
0.084 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.235 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
