Goldman Sachs Call 135 Healthcare Select Sector SPDR Fund 20.06.2025
/ DE000GQ9EGJ4
Goldman Sachs Call 135 Healthcare.../ DE000GQ9EGJ4 /
| 06/09/2024 11:13:33 |
Chg.- |
Bid09:00:04 |
Ask09:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 19.97EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
- |
135.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
GQ9EGJ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
21/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
6.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.28 |
| Intrinsic value: |
3.88 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.09 |
| Parity: |
3.88 |
| Time value: |
16.50 |
| Break-even: |
155.38 |
| Moneyness: |
1.03 |
| Premium: |
0.12 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.15 |
| Spread %: |
0.74% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
4.30 |
| Rho: |
0.53 |
Quote data
| Open: |
19.97 |
| High: |
19.97 |
| Low: |
19.97 |
| Previous Close: |
21.58 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.72% |
| 1 Month |
|
|
+11.69% |
| 3 Months |
|
|
+20.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
22.12 |
19.97 |
| 1M High / 1M Low: |
22.12 |
17.64 |
| 6M High / 6M Low: |
22.12 |
13.85 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
21.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
20.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
17.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.85% |
| Volatility 6M: |
|
64.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
