Goldman Sachs Put 450 VRTX 17.01.2025
/ DE000GQ7FBY5
Goldman Sachs Put 450 VRTX 17.01..../ DE000GQ7FBY5 /
| 9/12/2024 9:48:09 AM |
Chg.-0.07 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
-3.40% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
450.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
10/16/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
-2.25 |
| Time value: |
2.17 |
| Break-even: |
387.01 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.20 |
| Spread %: |
10.15% |
| Delta: |
-0.34 |
| Theta: |
-0.11 |
| Omega: |
-6.66 |
| Rho: |
-0.58 |
Quote data
| Open: |
1.99 |
| High: |
1.99 |
| Low: |
1.99 |
| Previous Close: |
2.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.13% |
| 1 Month |
|
|
-9.95% |
| 3 Months |
|
|
+1.53% |
| YTD |
|
|
-62.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.19 |
1.99 |
| 1M High / 1M Low: |
2.21 |
1.24 |
| 6M High / 6M Low: |
6.33 |
1.24 |
| High (YTD): |
4/19/2024 |
6.33 |
| Low (YTD): |
9/3/2024 |
1.24 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.18% |
| Volatility 6M: |
|
161.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
