Goldman Sachs Put 60 6MK 20.06.20.../  DE000GP76WW8  /

EUWAX
6/21/2024  9:27:50 AM Chg.+0.002 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.030EUR +7.14% -
Bid Size: -
-
Ask Size: -
MERCK CO. D... 60.00 - 6/20/2025 Put
 

Master data

WKN: GP76WW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 6/20/2025
Issue date: 6/29/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -277.86
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.16
Parity: -6.23
Time value: 0.04
Break-even: 59.56
Moneyness: 0.49
Premium: 0.51
Premium p.a.: 0.52
Spread abs.: 0.02
Spread %: 83.33%
Delta: -0.02
Theta: 0.00
Omega: -5.76
Rho: -0.03
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.028
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -3.23%
3 Months
  -6.25%
YTD
  -50.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.024
1M High / 1M Low: 0.040 0.023
6M High / 6M Low: 0.076 0.023
High (YTD): 1/26/2024 0.074
Low (YTD): 6/12/2024 0.023
52W High: - -
52W Low: - -
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.030
Avg. volume 1M:   0.000
Avg. price 6M:   0.036
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.89%
Volatility 6M:   215.51%
Volatility 1Y:   -
Volatility 3Y:   -