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Goldman Sachs Put 300 VX1 17.01.2.../  DE000GZ7P478  /

EUWAX
2024-07-11  9:50:41 AM Chg.+0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.120EUR +20.00% -
Bid Size: -		 -
Ask Size: -		 VERTEX PHARMAC. D... 300.00 - 2025-01-17 Put
 

Master data

WKN: GZ7P47
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: VERTEX PHARMAC. DL-,01
Type: Warrant
Option type: Put
Strike price: 300.00 -
Maturity: 2025-01-17
Issue date: 2023-01-27
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -107.54
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.21
Parity: -15.38
Time value: 0.42
Break-even: 295.78
Moneyness: 0.66
Premium: 0.35
Premium p.a.: 0.78
Spread abs.: 0.30
Spread %: 245.90%
Delta: -0.06
Theta: -0.04
Omega: -6.56
Rho: -0.17
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.41%
1 Month
  -7.69%
3 Months
  -81.82%
YTD
  -85.71%
1 Year
  -94.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.100
1M High / 1M Low: 0.170 0.100
6M High / 6M Low: 0.820 0.100
High (YTD): 2024-01-05 0.880
Low (YTD): 2024-07-10 0.100
52W High: 2023-09-06 2.320
52W Low: 2024-07-10 0.100
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.126
Avg. volume 1M:   0.000
Avg. price 6M:   0.463
Avg. volume 6M:   0.000
Avg. price 1Y:   1.065
Avg. volume 1Y:   0.000
Volatility 1M:   321.57%
Volatility 6M:   223.86%
Volatility 1Y:   180.96%
Volatility 3Y:   -