Goldman Sachs Call 140 MRK 21.02..../  DE000GJ5F5T1  /

EUWAX
1/23/2025  9:23:41 AM Chg.0.000 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.021EUR 0.00% -
Bid Size: -
-
Ask Size: -
Merck and Co Inc 140.00 USD 2/21/2025 Call
 

Master data

WKN: GJ5F5T
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Merck and Co Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2/21/2025
Issue date: 10/16/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 296.55
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.20
Parity: -4.26
Time value: 0.03
Break-even: 134.82
Moneyness: 0.68
Premium: 0.47
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 47.62%
Delta: 0.04
Theta: -0.03
Omega: 12.71
Rho: 0.00
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.021
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month
  -22.22%
3 Months  
+16.67%
YTD
  -12.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.022 0.021
1M High / 1M Low: 0.027 0.021
6M High / 6M Low: - -
High (YTD): 1/2/2025 0.024
Low (YTD): 1/22/2025 0.021
52W High: - -
52W Low: - -
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   52.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -