Goldman Sachs Call 135 Healthcare Select Sector SPDR Fund 20.06.2025
/ DE000GQ9EG80
Goldman Sachs Call 135 Healthcare.../ DE000GQ9EG80 /
| 06/09/2024 11:13:34 |
Chg.-0.37 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.36EUR |
-3.15% |
-
Bid Size: - |
-
Ask Size: - |
- |
135.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
GQ9EG8 |
| 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: |
12.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.28 |
| Intrinsic value: |
3.88 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.09 |
| Parity: |
3.88 |
| Time value: |
7.69 |
| Break-even: |
146.57 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.15 |
| Spread %: |
1.31% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
8.25 |
| Rho: |
0.66 |
Quote data
| Open: |
11.36 |
| High: |
11.36 |
| Low: |
11.36 |
| Previous Close: |
11.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.14% |
| 1 Month |
|
|
+10.61% |
| 3 Months |
|
|
+9.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.95 |
11.36 |
| 1M High / 1M Low: |
11.95 |
9.61 |
| 6M High / 6M Low: |
11.95 |
8.89 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.75% |
| Volatility 6M: |
|
41.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
