Goldman Sachs Call 145 Healthcare Select Sector SPDR Fund 20.06.2025
/ DE000GQ9EGN6
Goldman Sachs Call 145 Healthcare.../ DE000GQ9EGN6 /
10/10/2024 15:58:54 |
Chg.- |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
13.99EUR |
- |
- Bid Size: - |
- Ask Size: - |
- |
145.00 - |
20/06/2025 |
Call |
Master data
WKN: |
GQ9EGN |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 - |
Maturity: |
20/06/2025 |
Issue date: |
21/02/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
9.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.73 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.10 |
Parity: |
-4.87 |
Time value: |
14.39 |
Break-even: |
159.39 |
Moneyness: |
0.97 |
Premium: |
0.14 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.15 |
Spread %: |
1.05% |
Delta: |
0.54 |
Theta: |
-0.04 |
Omega: |
5.23 |
Rho: |
0.42 |
Quote data
Open: |
14.20 |
High: |
14.20 |
Low: |
13.99 |
Previous Close: |
12.68 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.94% |
1 Month |
|
|
-6.30% |
3 Months |
|
|
+25.70% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.99 |
12.22 |
1M High / 1M Low: |
16.30 |
12.22 |
6M High / 6M Low: |
16.41 |
8.72 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
12.80 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
14.08 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
12.00 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.84% |
Volatility 6M: |
|
90.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |