Goldman Sachs Call 140 Healthcare Select Sector SPDR Fund 17.01.2025
/ DE000GQ9EGK2
Goldman Sachs Call 140 Healthcare.../ DE000GQ9EGK2 /
| 2024-06-24 11:07:31 AM |
Chg.+0.55 |
Bid6:29:25 PM |
Ask6:29:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.22EUR |
+5.15% |
11.96
Bid Size: 10,000 |
12.11
Ask Size: 10,000 |
- |
140.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
GQ9EGK |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
12.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.09 |
| Parity: |
-2.59 |
| Time value: |
11.07 |
| Break-even: |
151.07 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.15 |
| Spread %: |
1.37% |
| Delta: |
0.54 |
| Theta: |
-0.03 |
| Omega: |
6.74 |
| Rho: |
0.36 |
Quote data
| Open: |
11.22 |
| High: |
11.22 |
| Low: |
11.22 |
| Previous Close: |
10.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.57% |
| 1 Month |
|
|
+7.78% |
| 3 Months |
|
|
-11.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.67 |
10.10 |
| 1M High / 1M Low: |
11.82 |
8.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
