Goldman Sachs Put 450 VRTX 17.01.2025
/ DE000GQ7FBY5
Goldman Sachs Put 450 VRTX 17.01..../ DE000GQ7FBY5 /
| 08/08/2024 10:59:29 |
Chg.+0.14 |
Bid08/08/2024 |
Ask08/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.46EUR |
+6.03% |
2.46
Bid Size: 2,000 |
2.66
Ask Size: 1,000 |
Vertex Pharmaceutica... |
450.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
16/10/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
-1.45 |
| Time value: |
2.68 |
| Break-even: |
385.01 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.31 |
| Spread %: |
13.08% |
| Delta: |
-0.37 |
| Theta: |
-0.09 |
| Omega: |
-5.84 |
| Rho: |
-0.81 |
Quote data
| Open: |
2.46 |
| High: |
2.46 |
| Low: |
2.46 |
| Previous Close: |
2.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.22% |
| 1 Month |
|
|
+38.20% |
| 3 Months |
|
|
-48.86% |
| YTD |
|
|
-54.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.32 |
1.36 |
| 1M High / 1M Low: |
2.32 |
1.26 |
| 6M High / 6M Low: |
6.33 |
1.26 |
| High (YTD): |
19/04/2024 |
6.33 |
| Low (YTD): |
31/07/2024 |
1.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.86% |
| Volatility 6M: |
|
141.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
