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Goldman Sachs Call 150 Healthcare.../  DE000GQ9EGP1  /

EUWAX
7/9/2024  11:48:26 AM Chg.+0.36 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
3.70EUR +10.78% -
Bid Size: -		 -
Ask Size: -		 - 150.00 - 1/17/2025 Call
 

Master data

WKN: GQ9EGP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 1/17/2025
Issue date: 2/21/2024
Last trading day: 1/16/2025
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 35.33
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.09
Parity: -16.82
Time value: 3.77
Break-even: 153.77
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.31
Spread abs.: 0.15
Spread %: 4.14%
Delta: 0.30
Theta: -0.02
Omega: 10.52
Rho: 0.19
 

Quote data

Open: 3.72
High: 3.72
Low: 3.70
Previous Close: 3.34
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.80%
1 Month
  -24.02%
3 Months
  -34.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.97 3.34
1M High / 1M Low: 5.66 3.34
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.62
Avg. volume 1W:   0.00
Avg. price 1M:   4.48
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -