Goldman Sachs Call 200 MRK 20.06..../  DE000GG7DAC0  /

EUWAX
6/18/2024  11:19:05 AM Chg.+0.009 Bid4:16:23 PM Ask4:16:23 PM Underlying Strike price Expiration date Option type
0.043EUR +26.47% 0.042
Bid Size: 10,000
0.072
Ask Size: 10,000
Merck and Co Inc 200.00 USD 6/20/2025 Call
 

Master data

WKN: GG7DAC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Merck and Co Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 6/20/2025
Issue date: 4/24/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 167.21
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.16
Parity: -6.75
Time value: 0.07
Break-even: 186.93
Moneyness: 0.64
Premium: 0.57
Premium p.a.: 0.57
Spread abs.: 0.03
Spread %: 73.17%
Delta: 0.06
Theta: -0.01
Omega: 10.23
Rho: 0.07
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.034
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.22%
1 Month  
+2.38%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.034
1M High / 1M Low: 0.060 0.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   289.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -