Goldman Sachs Call 150 MRK 21.02.2025
/ DE000GJ5FBG5
Goldman Sachs Call 150 MRK 21.02..../ DE000GJ5FBG5 /
| 1/9/2025 9:22:51 AM |
Chg.-0.001 |
Bid4:31:24 PM |
Ask4:31:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.021EUR |
-4.55% |
-
Bid Size: - |
-
Ask Size: - |
Merck and Co Inc |
150.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
GJ5FBG |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Merck and Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
312.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.20 |
| Parity: |
-4.86 |
| Time value: |
0.03 |
| Break-even: |
145.75 |
| Moneyness: |
0.67 |
| Premium: |
0.51 |
| Premium p.a.: |
31.22 |
| Spread abs.: |
0.01 |
| Spread %: |
47.62% |
| Delta: |
0.04 |
| Theta: |
-0.02 |
| Omega: |
12.36 |
| Rho: |
0.00 |
Quote data
| Open: |
0.021 |
| High: |
0.021 |
| Low: |
0.021 |
| Previous Close: |
0.022 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
+200.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
-4.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.022 |
0.021 |
| 1M High / 1M Low: |
0.028 |
0.007 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
0.022 |
| Low (YTD): |
1/7/2025 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.022 |
| 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: |
|
969.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |