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Goldman Sachs Call 135 Healthcare.../  DE000GQ9EG72  /

EUWAX
8/2/2024  11:19:07 AM Chg.+0.47 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
10.85EUR +4.53% -
Bid Size: -		 -
Ask Size: -		 - 135.00 - 1/17/2025 Call
 

Master data

WKN: GQ9EG7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 1/17/2025
Issue date: 2/21/2024
Last trading day: 1/16/2025
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 13.47
Leverage: Yes

Calculated values

Fair value: 6.78
Intrinsic value: 3.25
Implied volatility: 0.20
Historic volatility: 0.09
Parity: 3.25
Time value: 7.01
Break-even: 145.26
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.15
Spread %: 1.48%
Delta: 0.64
Theta: -0.03
Omega: 8.67
Rho: 0.36
 

Quote data

Open: 10.85
High: 10.85
Low: 10.85
Previous Close: 10.38
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.34%
1 Month  
+15.92%
3 Months  
+25.58%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.86 10.38
1M High / 1M Low: 10.86 8.98
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   10.74
Avg. volume 1W:   0.00
Avg. price 1M:   10.09
Avg. volume 1M:   10.91
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   59.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -