Goldman Sachs Put 500 VRTX 17.01.2025
/ DE000GG1XE88
Goldman Sachs Put 500 VRTX 17.01..../ DE000GG1XE88 /
| 2024-11-19 12:37:05 PM |
Chg.-0.33 |
Bid1:20:38 PM |
Ask1:20:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.32EUR |
-7.10% |
4.29
Bid Size: 1,000 |
4.49
Ask Size: 1,000 |
Vertex Pharmaceutica... |
500.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
GG1XE8 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.46 |
| Intrinsic value: |
3.11 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
3.11 |
| Time value: |
1.26 |
| Break-even: |
428.24 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.20 |
| Spread %: |
4.80% |
| Delta: |
-0.64 |
| Theta: |
-0.18 |
| Omega: |
-6.44 |
| Rho: |
-0.53 |
Quote data
| Open: |
4.43 |
| High: |
4.43 |
| Low: |
4.32 |
| Previous Close: |
4.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+90.31% |
| 1 Month |
|
|
+48.97% |
| 3 Months |
|
|
+17.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.65 |
2.27 |
| 1M High / 1M Low: |
4.65 |
1.85 |
| 6M High / 6M Low: |
6.28 |
1.85 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
289.98% |
| Volatility 6M: |
|
176.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
