Goldman Sachs Call 145 Healthcare Select Sector SPDR Fund 17.01.2025
/ DE000GQ9EGB1
Goldman Sachs Call 145 Healthcare.../ DE000GQ9EGB1 /
| 9/9/2024 1:14:39 PM |
Chg.-0.76 |
Bid6:03:16 PM |
Ask6:03:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.72EUR |
-8.02% |
9.07
Bid Size: 10,000 |
9.22
Ask Size: 10,000 |
- |
145.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
GQ9EGB |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
2/21/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
15.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.10 |
| Parity: |
-6.14 |
| Time value: |
8.70 |
| Break-even: |
153.70 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.15 |
| Spread %: |
1.75% |
| Delta: |
0.47 |
| Theta: |
-0.05 |
| Omega: |
7.57 |
| Rho: |
0.20 |
Quote data
| Open: |
8.72 |
| High: |
8.72 |
| Low: |
8.72 |
| Previous Close: |
9.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.20% |
| 1 Month |
|
|
+21.28% |
| 3 Months |
|
|
+39.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.82 |
9.48 |
| 1M High / 1M Low: |
9.82 |
6.76 |
| 6M High / 6M Low: |
9.82 |
4.72 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.60% |
| Volatility 6M: |
|
107.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
