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Goldman Sachs Put 120 6MK 17.01.2.../  DE000GZ7U4M4  /

EUWAX
2024-06-21  10:43:26 AM Chg.-0.020 Bid6:11:42 PM Ask6:11:42 PM Underlying Strike price Expiration date Option type
0.320EUR -5.88% 0.320
Bid Size: 50,000		 0.330
Ask Size: 50,000		 MERCK CO. D... 120.00 - 2025-01-17 Put
 

Master data

WKN: GZ7U4M
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 2025-01-17
Issue date: 2023-01-31
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -36.37
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.16
Parity: -0.11
Time value: 0.33
Break-even: 116.67
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 6.39%
Delta: -0.37
Theta: -0.01
Omega: -13.31
Rho: -0.27
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.51%
1 Month
  -3.03%
3 Months
  -44.83%
YTD
  -74.80%
1 Year
  -75.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.320
1M High / 1M Low: 0.540 0.290
6M High / 6M Low: 1.460 0.290
High (YTD): 2024-01-02 1.060
Low (YTD): 2024-06-13 0.290
52W High: 2023-10-19 1.930
52W Low: 2024-06-13 0.290
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.363
Avg. volume 1M:   0.000
Avg. price 6M:   0.566
Avg. volume 6M:   0.000
Avg. price 1Y:   1.078
Avg. volume 1Y:   0.000
Volatility 1M:   208.12%
Volatility 6M:   131.44%
Volatility 1Y:   104.95%
Volatility 3Y:   -