Goldman Sachs Put 450 VRTX 20.06.2025
/ DE000GG65N94
Goldman Sachs Put 450 VRTX 20.06..../ DE000GG65N94 /
| 8/8/2024 9:21:39 AM |
Chg.+0.30 |
Bid10:09:36 AM |
Ask10:09:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.63EUR |
+9.01% |
3.73
Bid Size: 1,000 |
4.03
Ask Size: 1,000 |
Vertex Pharmaceutica... |
450.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
GG65N9 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
4/16/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
-1.45 |
| Time value: |
3.88 |
| Break-even: |
373.01 |
| Moneyness: |
0.97 |
| Premium: |
0.13 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.31 |
| Spread %: |
8.68% |
| Delta: |
-0.36 |
| Theta: |
-0.06 |
| Omega: |
-3.93 |
| Rho: |
-1.65 |
Quote data
| Open: |
3.63 |
| High: |
3.63 |
| Low: |
3.63 |
| Previous Close: |
3.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.47% |
| 1 Month |
|
|
+26.92% |
| 3 Months |
|
|
-34.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.41 |
2.23 |
| 1M High / 1M Low: |
3.41 |
2.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
