Goldman Sachs Call 130 Healthcare Select Sector SPDR Fund 20.06.2025
/ DE000GQ9EGG0
Goldman Sachs Call 130 Healthcare.../ DE000GQ9EGG0 /
| 08/07/2024 12:22:33 |
Chg.+0.33 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 18.42EUR |
+1.82% |
-
Bid Size: - |
-
Ask Size: - |
- |
130.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
GQ9EGG |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
21/02/2024 |
| Last trading day: |
19/06/2025 |
| 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: |
18.42 |
| High: |
18.42 |
| Low: |
18.42 |
| Previous Close: |
18.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.59% |
| 1 Month |
|
|
-4.95% |
| 3 Months |
|
|
-1.86% |
| 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: |
|
- |
