Goldman Sachs Put 450 VRTX 20.09.2024
/ DE000GG8A6R1
Goldman Sachs Put 450 VRTX 20.09..../ DE000GG8A6R1 /
| 2024-07-30 11:22:03 AM |
Chg.-0.030 |
Bid2024-07-30 |
Ask2024-07-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-7.14% |
0.390
Bid Size: 10,000 |
0.690
Ask Size: 1,000 |
Vertex Pharmaceutica... |
450.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
GG8A6R |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-61.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
-4.45 |
| Time value: |
0.75 |
| Break-even: |
408.45 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.30 |
| Spread %: |
66.96% |
| Delta: |
-0.20 |
| Theta: |
-0.16 |
| Omega: |
-12.23 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.41% |
| 1 Month |
|
|
-57.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.420 |
| 1M High / 1M Low: |
1.040 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.621 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
