Goldman Sachs Call 460 VRTX 21.06.2024
/ DE000GG7QXR2
Goldman Sachs Call 460 VRTX 21.06.../ DE000GG7QXR2 /
| 2024-05-27 11:13:56 AM |
Chg.- |
Bid10:06:31 AM |
Ask10:06:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
- |
0.940
Bid Size: 5,000 |
1.140
Ask Size: 2,000 |
Vertex Pharmaceutica... |
460.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GG7QXR |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
-0.28 |
| Time value: |
1.19 |
| Break-even: |
435.42 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.20 |
| Spread %: |
20.20% |
| Delta: |
0.49 |
| Theta: |
-0.29 |
| Omega: |
17.44 |
| Rho: |
0.13 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+97.62% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.330 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
