Goldman Sachs Call 500 VRTX 20.09.2024
/ DE000GG2SEQ1
Goldman Sachs Call 500 VRTX 20.09.../ DE000GG2SEQ1 /
| 29/07/2024 11:07:49 |
Chg.- |
Bid10:18:04 |
Ask10:18:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.92EUR |
- |
2.11
Bid Size: 2,000 |
2.31
Ask Size: 1,000 |
Vertex Pharmaceutica... |
500.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
GG2SEQ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 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: |
20.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
-0.17 |
| Time value: |
2.24 |
| Break-even: |
484.54 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.30 |
| Spread %: |
15.46% |
| Delta: |
0.53 |
| Theta: |
-0.23 |
| Omega: |
10.87 |
| Rho: |
0.31 |
Quote data
| Open: |
1.92 |
| High: |
1.92 |
| Low: |
1.92 |
| Previous Close: |
1.83 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.28% |
| 1 Month |
|
|
+68.42% |
| 3 Months |
|
|
+638.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.92 |
1.55 |
| 1M High / 1M Low: |
1.92 |
1.05 |
| 6M High / 6M Low: |
2.22 |
0.26 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.81% |
| Volatility 6M: |
|
223.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
