Goldman Sachs Put 120 6MK 20.06.2025
/ DE000GP76WU2
Goldman Sachs Put 120 6MK 20.06.2.../ DE000GP76WU2 /
| 2024-06-21 9:27:50 AM |
Chg.-0.050 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-8.77% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
120.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
GP76WU |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-06-29 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.16 |
| Parity: |
-0.23 |
| Time value: |
0.53 |
| Break-even: |
114.70 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
3.92% |
| Delta: |
-0.34 |
| Theta: |
-0.01 |
| Omega: |
-7.92 |
| Rho: |
-0.47 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.45% |
| 1 Month |
|
|
-1.89% |
| 3 Months |
|
|
-30.67% |
| YTD |
|
|
-63.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.520 |
| 1M High / 1M Low: |
0.750 |
0.480 |
| 6M High / 6M Low: |
1.460 |
0.480 |
| High (YTD): |
2024-01-02 |
1.220 |
| Low (YTD): |
2024-06-12 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.548 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.568 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.732 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.98% |
| Volatility 6M: |
|
86.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
