Goldman Sachs Call 450 VRTX 20.09.2024
/ DE000GG2SCX1
Goldman Sachs Call 450 VRTX 20.09.../ DE000GG2SCX1 /
| 29/07/2024 11:07:45 |
Chg.- |
Bid10:19:22 |
Ask10:19:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.15EUR |
- |
5.49
Bid Size: 1,000 |
5.79
Ask Size: 1,000 |
Vertex Pharmaceutica... |
450.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
GG2SCX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
22/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.80 |
| Intrinsic value: |
4.45 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
4.45 |
| Time value: |
0.99 |
| Break-even: |
470.33 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.20 |
| Spread %: |
3.82% |
| Delta: |
0.80 |
| Theta: |
-0.20 |
| Omega: |
6.76 |
| Rho: |
0.45 |
Quote data
| Open: |
5.15 |
| High: |
5.15 |
| Low: |
5.15 |
| Previous Close: |
5.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.53% |
| 1 Month |
|
|
+44.26% |
| 3 Months |
|
|
+465.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.15 |
4.59 |
| 1M High / 1M Low: |
5.15 |
3.36 |
| 6M High / 6M Low: |
5.15 |
0.91 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.92% |
| Volatility 6M: |
|
164.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
