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Goldman Sachs Call 130 Healthcare.../  DE000GQ9EGG0  /

EUWAX
2024-07-04  9:47:38 AM Chg.- Bid9:00:06 AM Ask9:00:06 AM Underlying Strike price Expiration date Option type
18.09EUR - -
Bid Size: -		 -
Ask Size: -		 - 130.00 - 2025-06-20 Call
 

Master data

WKN: GQ9EGG
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2025-06-20
Issue date: 2024-02-21
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 6.83
Leverage: Yes

Calculated values

Fair value: 9.53
Intrinsic value: 3.39
Implied volatility: 0.31
Historic volatility: 0.09
Parity: 3.39
Time value: 16.13
Break-even: 149.52
Moneyness: 1.03
Premium: 0.12
Premium p.a.: 0.13
Spread abs.: 1.50
Spread %: 8.32%
Delta: 0.64
Theta: -0.03
Omega: 4.36
Rho: 0.62
 

Quote data

Open: 18.09
High: 18.09
Low: 18.09
Previous Close: 18.91
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.28%
1 Month
  -6.66%
3 Months
  -3.62%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 19.51 18.09
1M High / 1M Low: 20.80 18.09
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   18.95
Avg. volume 1W:   0.00
Avg. price 1M:   19.80
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   37.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -