Goldman Sachs Call 150 Healthcare Select Sector SPDR Fund 20.06.2025
/ DE000GQ9EGQ9
Goldman Sachs Call 150 Healthcare.../ DE000GQ9EGQ9 /
06/08/2024 10:57:52 |
Chg.-0.62 |
Bid12:45:25 |
Ask12:45:25 |
Underlying |
Strike price |
Expiration date |
Option type |
9.48EUR |
-6.14% |
9.76 Bid Size: 5,000 |
9.91 Ask Size: 5,000 |
- |
150.00 - |
20/06/2025 |
Call |
Master data
WKN: |
GQ9EGQ |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 - |
Maturity: |
20/06/2025 |
Issue date: |
21/02/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
14.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.09 |
Parity: |
-15.88 |
Time value: |
9.30 |
Break-even: |
159.30 |
Moneyness: |
0.89 |
Premium: |
0.19 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.15 |
Spread %: |
1.64% |
Delta: |
0.43 |
Theta: |
-0.03 |
Omega: |
6.14 |
Rho: |
0.42 |
Quote data
Open: |
9.48 |
High: |
9.48 |
Low: |
9.48 |
Previous Close: |
10.10 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.41% |
1 Month |
|
|
+37.39% |
3 Months |
|
|
+36.60% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.57 |
9.34 |
1M High / 1M Low: |
10.59 |
7.13 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
10.16 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
9.37 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |