Goldman Sachs Put 70 MRK 17.01.20.../  DE000GJ64L29  /

EUWAX
1/8/2025  9:06:48 AM Chg.0.000 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.020EUR 0.00% -
Bid Size: -
-
Ask Size: -
Merck and Co Inc 70.00 USD 1/17/2025 Put
 

Master data

WKN: GJ64L2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Merck and Co Inc
Type: Warrant
Option type: Put
Strike price: 70.00 USD
Maturity: 1/17/2025
Issue date: 11/5/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -238.25
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.45
Historic volatility: 0.20
Parity: -3.00
Time value: 0.04
Break-even: 67.28
Moneyness: 0.69
Premium: 0.31
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 95.24%
Delta: -0.04
Theta: -0.11
Omega: -9.94
Rho: 0.00
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month  
+300.00%
3 Months     -
YTD
  -9.09%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.022 0.020
1M High / 1M Low: 0.027 0.004
6M High / 6M Low: - -
High (YTD): 1/3/2025 0.022
Low (YTD): 1/7/2025 0.020
52W High: - -
52W Low: - -
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,730.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -