Goldman Sachs Put 500 VRTX 20.06.2025
/ DE000GG3KYX0
Goldman Sachs Put 500 VRTX 20.06..../ DE000GG3KYX0 /
| 2024-11-19 10:05:45 AM |
Chg.-0.07 |
Bid2:38:18 PM |
Ask2:38:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.74EUR |
-1.20% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
500.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
GG3KYX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.36 |
| Intrinsic value: |
3.11 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
3.11 |
| Time value: |
2.81 |
| Break-even: |
412.74 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.73 |
| Spread %: |
14.07% |
| Delta: |
-0.52 |
| Theta: |
-0.08 |
| Omega: |
-3.91 |
| Rho: |
-1.70 |
Quote data
| Open: |
5.74 |
| High: |
5.74 |
| Low: |
5.74 |
| Previous Close: |
5.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.80% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
+18.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.81 |
4.29 |
| 1M High / 1M Low: |
5.81 |
3.47 |
| 6M High / 6M Low: |
7.01 |
3.47 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.45% |
| Volatility 6M: |
|
111.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
