Goldman Sachs Call 150 Healthcare.../  DE000GQ9EGE5  /

EUWAX
01/08/2024  11:28:07 Chg.-0.55 Bid14:01:03 Ask14:01:03 Underlying Strike price Expiration date Option type
6.91EUR -7.37% 7.25
Bid Size: 3,000
7.75
Ask Size: 3,000
- 150.00 - 20/06/2025 Call
 

Master data

WKN: GQ9EGE
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: 18.07
Leverage: Yes

Calculated values

Fair value: 2.18
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.09
Parity: -11.79
Time value: 7.65
Break-even: 157.65
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 0.16
Spread abs.: 0.15
Spread %: 2.00%
Delta: 0.43
Theta: -0.02
Omega: 7.85
Rho: 0.46
 

Quote data

Open: 6.91
High: 6.91
Low: 6.91
Previous Close: 7.46
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.12%
1 Month  
+10.74%
3 Months  
+29.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.47 7.04
1M High / 1M Low: 7.52 5.56
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.30
Avg. volume 1W:   0.00
Avg. price 1M:   6.72
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -