Goldman Sachs Put 200 VRTX 16.01.2026
/ DE000GG65LU7
Goldman Sachs Put 200 VRTX 16.01..../ DE000GG65LU7 /
12/09/2024 10:33:59 |
Chg.- |
Bid07:44:35 |
Ask07:44:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
- |
- Bid Size: - |
- Ask Size: - |
Vertex Pharmaceutica... |
200.00 USD |
16/01/2026 |
Put |
Master data
WKN: |
GG65LU |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Vertex Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
16/04/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-45.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.63 |
Historic volatility: |
0.21 |
Parity: |
-25.15 |
Time value: |
0.94 |
Break-even: |
171.12 |
Moneyness: |
0.42 |
Premium: |
0.60 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.50 |
Spread %: |
113.64% |
Delta: |
-0.05 |
Theta: |
-0.03 |
Omega: |
-2.39 |
Rho: |
-0.43 |
Quote data
Open: |
0.460 |
High: |
0.460 |
Low: |
0.460 |
Previous Close: |
0.420 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.13% |
1 Month |
|
|
+58.62% |
3 Months |
|
|
+100.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.390 |
1M High / 1M Low: |
0.470 |
0.160 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.434 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.278 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
301.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |