Goldman Sachs Put 450 VRTX 17.01.2025
/ DE000GQ7FBY5
Goldman Sachs Put 450 VRTX 17.01..../ DE000GQ7FBY5 /
| 2024-07-11 10:05:21 AM |
Chg.-0.16 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.32EUR |
-10.81% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
450.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
GQ7FBY |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
-3.84 |
| Time value: |
1.58 |
| Break-even: |
399.59 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.20 |
| Spread %: |
14.49% |
| Delta: |
-0.26 |
| Theta: |
-0.06 |
| Omega: |
-7.50 |
| Rho: |
-0.70 |
Quote data
| Open: |
1.32 |
| High: |
1.32 |
| Low: |
1.32 |
| Previous Close: |
1.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.25% |
| 1 Month |
|
|
-27.87% |
| 3 Months |
|
|
-77.04% |
| YTD |
|
|
-75.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.92 |
1.48 |
| 1M High / 1M Low: |
2.24 |
1.48 |
| 6M High / 6M Low: |
6.33 |
1.48 |
| High (YTD): |
2024-04-19 |
6.33 |
| Low (YTD): |
2024-07-10 |
1.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.41% |
| Volatility 6M: |
|
99.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
