Goldman Sachs Call 130 Healthcare Select Sector SPDR Fund 20.06.2025
/ DE000GQ9EG64
Goldman Sachs Call 130 Healthcare.../ DE000GQ9EG64 /
| 2024-09-25 10:07:04 AM |
Chg.-0.49 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.98EUR |
-3.93% |
-
Bid Size: - |
-
Ask Size: - |
- |
130.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
GQ9EG6 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
11.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.72 |
| Intrinsic value: |
7.71 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.09 |
| Parity: |
7.71 |
| Time value: |
4.77 |
| Break-even: |
142.48 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.15 |
| Spread %: |
1.22% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
8.87 |
| Rho: |
0.72 |
Quote data
| Open: |
11.98 |
| High: |
11.98 |
| Low: |
11.98 |
| Previous Close: |
12.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.04% |
| 1 Month |
|
|
-0.75% |
| 3 Months |
|
|
+2.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.47 |
12.23 |
| 1M High / 1M Low: |
12.52 |
12.01 |
| 6M High / 6M Low: |
12.52 |
10.02 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
12.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
16.49% |
| Volatility 6M: |
|
29.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
