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

EUWAX
2024-08-07  10:48:09 AM Chg.-0.060 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.290EUR -17.14% -
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: -78.52
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.21
Parity: -12.63
Time value: 0.54
Break-even: 294.57
Moneyness: 0.70
Premium: 0.31
Premium p.a.: 0.83
Spread abs.: 0.21
Spread %: 62.57%
Delta: -0.08
Theta: -0.06
Omega: -6.51
Rho: -0.18
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+141.67%
1 Month  
+190.00%
3 Months
  -29.27%
YTD
  -65.48%
1 Year
  -86.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.100
1M High / 1M Low: 0.350 0.100
6M High / 6M Low: 0.780 0.100
High (YTD): 2024-01-05 0.880
Low (YTD): 2024-08-02 0.100
52W High: 2023-09-06 2.320
52W Low: 2024-08-02 0.100
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.149
Avg. volume 1M:   0.000
Avg. price 6M:   0.384
Avg. volume 6M:   0.000
Avg. price 1Y:   0.921
Avg. volume 1Y:   0.000
Volatility 1M:   898.62%
Volatility 6M:   416.91%
Volatility 1Y:   316.92%
Volatility 3Y:   -