Goldman Sachs Call 140 Healthcare Select Sector SPDR Fund 17.01.2025
/ DE000GQ9EGK2
Goldman Sachs Call 140 Healthcare.../ DE000GQ9EGK2 /
| 06/09/2024 11:13:33 |
Chg.-2.33 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.38EUR |
-13.94% |
-
Bid Size: - |
-
Ask Size: - |
- |
140.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
GQ9EGK |
| 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: |
9.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.09 |
| Parity: |
-1.12 |
| Time value: |
15.00 |
| Break-even: |
155.00 |
| Moneyness: |
0.99 |
| Premium: |
0.12 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.15 |
| Spread %: |
1.01% |
| Delta: |
0.56 |
| Theta: |
-0.06 |
| Omega: |
5.18 |
| Rho: |
0.23 |
Quote data
| Open: |
14.38 |
| High: |
14.38 |
| Low: |
14.38 |
| Previous Close: |
16.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.10% |
| 1 Month |
|
|
+51.53% |
| 3 Months |
|
|
+35.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
17.11 |
14.38 |
| 1M High / 1M Low: |
17.11 |
9.49 |
| 6M High / 6M Low: |
17.11 |
8.14 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
16.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
14.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.16% |
| Volatility 6M: |
|
107.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
