Goldman Sachs Call 400 VRTX 16.01.2026
/ DE000GG22419
Goldman Sachs Call 400 VRTX 16.01.../ DE000GG22419 /
| 2024-06-05 9:42:33 AM |
Chg.+0.51 |
Bid10:26:27 AM |
Ask10:26:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.31EUR |
+4.32% |
12.27
Bid Size: 1,000 |
12.57
Ask Size: 1,000 |
Vertex Pharmaceutica... |
400.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
GG2241 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.16 |
| Intrinsic value: |
6.89 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
6.89 |
| Time value: |
5.62 |
| Break-even: |
492.69 |
| Moneyness: |
1.19 |
| Premium: |
0.13 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.30 |
| Spread %: |
2.46% |
| Delta: |
0.77 |
| Theta: |
-0.07 |
| Omega: |
2.68 |
| Rho: |
3.40 |
Quote data
| Open: |
12.31 |
| High: |
12.31 |
| Low: |
12.31 |
| Previous Close: |
11.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.17% |
| 1 Month |
|
|
+71.69% |
| 3 Months |
|
|
+32.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.80 |
9.84 |
| 1M High / 1M Low: |
11.80 |
7.15 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
