Goldman Sachs Call 135 Healthcare Select Sector SPDR Fund 20.06.2025
/ DE000GQ9EGJ4
Goldman Sachs Call 135 Healthcare.../ DE000GQ9EGJ4 /
| 11/13/2024 11:14:57 AM |
Chg.-1.12 |
Bid8:00:13 PM |
Ask8:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 16.04EUR |
-6.53% |
-
Bid Size: - |
-
Ask Size: - |
- |
135.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
GQ9EGJ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
2/21/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
8.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.87 |
| Intrinsic value: |
3.70 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.10 |
| Parity: |
3.70 |
| Time value: |
13.52 |
| Break-even: |
152.22 |
| Moneyness: |
1.03 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.15 |
| Spread %: |
0.88% |
| Delta: |
0.62 |
| Theta: |
-0.04 |
| Omega: |
4.99 |
| Rho: |
0.41 |
Quote data
| Open: |
16.04 |
| High: |
16.04 |
| Low: |
16.04 |
| Previous Close: |
17.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.24% |
| 1 Month |
|
|
-22.47% |
| 3 Months |
|
|
-9.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
19.15 |
17.16 |
| 1M High / 1M Low: |
21.19 |
15.98 |
| 6M High / 6M Low: |
22.12 |
14.11 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
18.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
18.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
18.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.21% |
| Volatility 6M: |
|
69.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
