Goldman Sachs Call 130 Healthcare Select Sector SPDR Fund 17.01.2025
/ DE000GQ9EGF2
Goldman Sachs Call 130 Healthcare.../ DE000GQ9EGF2 /
| 9/9/2024 10:37:39 AM |
Chg.+0.13 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 21.89EUR |
+0.60% |
-
Bid Size: - |
-
Ask Size: - |
- |
130.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
GQ9EGF |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
2/21/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
6.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.78 |
| Intrinsic value: |
8.86 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.10 |
| Parity: |
8.86 |
| Time value: |
13.26 |
| Break-even: |
152.12 |
| Moneyness: |
1.07 |
| Premium: |
0.10 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.15 |
| Spread %: |
0.68% |
| Delta: |
0.66 |
| Theta: |
-0.07 |
| Omega: |
4.14 |
| Rho: |
0.25 |
Quote data
| Open: |
21.89 |
| High: |
21.89 |
| Low: |
21.89 |
| Previous Close: |
21.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.55% |
| 1 Month |
|
|
+11.29% |
| 3 Months |
|
|
+23.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
24.20 |
21.76 |
| 1M High / 1M Low: |
24.20 |
19.04 |
| 6M High / 6M Low: |
24.20 |
14.24 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
23.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
22.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
18.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.65% |
| Volatility 6M: |
|
73.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
