Goldman Sachs Call 130 Healthcare Select Sector SPDR Fund 20.06.2025
/ DE000GQ9EGG0
Goldman Sachs Call 130 Healthcare.../ DE000GQ9EGG0 /
| 9/11/2024 11:20:40 AM |
Chg.+0.07 |
Bid8:00:09 PM |
Ask8:00:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 23.12EUR |
+0.30% |
-
Bid Size: - |
-
Ask Size: - |
- |
130.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
GQ9EGG |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
2/21/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
5.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
15.25 |
| Intrinsic value: |
11.28 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.10 |
| Parity: |
11.28 |
| Time value: |
12.51 |
| Break-even: |
153.79 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
0.63% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
4.16 |
| Rho: |
0.58 |
Quote data
| Open: |
23.12 |
| High: |
23.12 |
| Low: |
23.12 |
| Previous Close: |
23.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.95% |
| 1 Month |
|
|
+12.18% |
| 3 Months |
|
|
+11.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
24.07 |
22.47 |
| 1M High / 1M Low: |
24.38 |
20.36 |
| 6M High / 6M Low: |
24.38 |
16.42 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
23.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
22.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
19.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.15% |
| Volatility 6M: |
|
53.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
