Goldman Sachs Call 140 Healthcare Select Sector SPDR Fund 17.01.2025
/ DE000GQ9EG98
Goldman Sachs Call 140 Healthcare.../ DE000GQ9EG98 /
| 09/07/2024 11:48:25 |
Chg.+0.36 |
Bid15:27:35 |
Ask15:27:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.32EUR |
+5.17% |
7.21
Bid Size: 3,000 |
7.71
Ask Size: 3,000 |
- |
140.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
GQ9EG9 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
21/02/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
18.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.09 |
| Parity: |
-6.82 |
| Time value: |
7.37 |
| Break-even: |
147.37 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.15 |
| Spread %: |
2.08% |
| Delta: |
0.46 |
| Theta: |
-0.03 |
| Omega: |
8.37 |
| Rho: |
0.29 |
Quote data
| Open: |
7.25 |
| High: |
7.32 |
| Low: |
7.25 |
| Previous Close: |
6.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.06% |
| 1 Month |
|
|
-11.27% |
| 3 Months |
|
|
-6.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.63 |
6.88 |
| 1M High / 1M Low: |
8.97 |
6.88 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
