Goldman Sachs Put 460 VRTX 20.09.2024
/ DE000GG84V91
Goldman Sachs Put 460 VRTX 20.09..../ DE000GG84V91 /
| 7/30/2024 9:46:17 AM |
Chg.-0.090 |
Bid11:15:14 AM |
Ask11:15:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-15.25% |
0.500
Bid Size: 10,000 |
0.700
Ask Size: 1,000 |
Vertex Pharmaceutica... |
460.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
GG84V9 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
460.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
5/16/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-55.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
-3.53 |
| Time value: |
0.83 |
| Break-even: |
416.85 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.30 |
| Spread %: |
56.39% |
| Delta: |
-0.23 |
| Theta: |
-0.16 |
| Omega: |
-12.78 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.24% |
| 1 Month |
|
|
-59.02% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.590 |
| 1M High / 1M Low: |
1.360 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.832 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
