Goldman Sachs Put 200 VRTX 16.01.2026
/ DE000GG65LU7
Goldman Sachs Put 200 VRTX 16.01..../ DE000GG65LU7 /
8/16/2024 10:50:52 AM |
Chg.-0.040 |
Bid8/16/2024 |
Ask8/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
-13.33% |
0.260 Bid Size: 10,000 |
0.560 Ask Size: 1,000 |
Vertex Pharmaceutica... |
200.00 USD |
1/16/2026 |
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: |
1/16/2026 |
Issue date: |
4/16/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-55.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.58 |
Historic volatility: |
0.21 |
Parity: |
-24.79 |
Time value: |
0.77 |
Break-even: |
174.54 |
Moneyness: |
0.42 |
Premium: |
0.59 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.50 |
Spread %: |
183.15% |
Delta: |
-0.05 |
Theta: |
-0.03 |
Omega: |
-2.64 |
Rho: |
-0.40 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.260 |
Previous Close: |
0.300 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.13% |
1 Month |
|
|
-21.21% |
3 Months |
|
|
+8.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.290 |
1M High / 1M Low: |
0.430 |
0.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.306 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.270 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
490.24% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |