Goldman Sachs Call 700 VRTX 20.09.2024
/ DE000GG2SER9
Goldman Sachs Call 700 VRTX 20.09.../ DE000GG2SER9 /
05/09/2024 10:48:58 |
Chg.-0.002 |
Bid13:03:10 |
Ask13:03:10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
-66.67% |
0.001 Bid Size: 10,000 |
0.300 Ask Size: 1,000 |
Vertex Pharmaceutica... |
700.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
GG2SER |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Vertex Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
700.00 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: |
143.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.18 |
Historic volatility: |
0.21 |
Parity: |
-19.98 |
Time value: |
0.30 |
Break-even: |
634.78 |
Moneyness: |
0.68 |
Premium: |
0.47 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.30 |
Spread %: |
15,000.00% |
Delta: |
0.07 |
Theta: |
-0.48 |
Omega: |
10.29 |
Rho: |
0.01 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.003 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-97.50% |
3 Months |
|
|
-98.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.003 |
0.001 |
1M High / 1M Low: |
0.040 |
0.001 |
6M High / 6M Low: |
0.150 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.002 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.007 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.046 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,568.77% |
Volatility 6M: |
|
1,007.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |