Goldman Sachs Call 135 Healthcare Select Sector SPDR Fund 17.01.2025
/ DE000GQ9EG72
Goldman Sachs Call 135 Healthcare.../ DE000GQ9EG72 /
| 10/11/2024 5:50:54 PM |
Chg.+0.16 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.92EUR |
+1.36% |
-
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: |
11.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.43 |
| Intrinsic value: |
5.72 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.10 |
| Parity: |
5.72 |
| Time value: |
6.32 |
| Break-even: |
147.04 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.15 |
| Spread %: |
1.26% |
| Delta: |
0.66 |
| Theta: |
-0.05 |
| Omega: |
7.71 |
| Rho: |
0.21 |
Quote data
| Open: |
11.54 |
| High: |
11.92 |
| Low: |
11.54 |
| Previous Close: |
11.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.36% |
| 1 Month |
|
|
+2.49% |
| 3 Months |
|
|
+18.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.92 |
10.97 |
| 1M High / 1M Low: |
11.92 |
10.97 |
| 6M High / 6M Low: |
11.94 |
8.27 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.27 |
| Avg. volume 6M: |
|
93.03 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.93% |
| Volatility 6M: |
|
55.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
