Goldman Sachs Call 400 VRTX 20.09.2024
/ DE000GG5ETL3
Goldman Sachs Call 400 VRTX 20.09.../ DE000GG5ETL3 /
| 2024-07-30 9:45:06 AM |
Chg.+0.45 |
Bid11:43:52 AM |
Ask11:43:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.85EUR |
+4.79% |
9.84
Bid Size: 1,000 |
10.04
Ask Size: 1,000 |
Vertex Pharmaceutica... |
400.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
GG5ETL |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.26 |
| Intrinsic value: |
9.07 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.21 |
| Parity: |
9.07 |
| Time value: |
0.59 |
| Break-even: |
466.31 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.20 |
| Spread %: |
2.11% |
| Delta: |
0.91 |
| Theta: |
-0.17 |
| Omega: |
4.32 |
| Rho: |
0.46 |
Quote data
| Open: |
9.85 |
| High: |
9.85 |
| Low: |
9.85 |
| Previous Close: |
9.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.31% |
| 1 Month |
|
|
+30.46% |
| 3 Months |
|
|
+266.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.40 |
8.77 |
| 1M High / 1M Low: |
9.40 |
7.18 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
