Goldman Sachs Put 300 VRTX 16.01.2026
/ DE000GG24A57
Goldman Sachs Put 300 VRTX 16.01..../ DE000GG24A57 /
| 2024-06-06 10:34:55 AM |
Chg.-0.050 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-5.88% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
300.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
GG24A5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-40.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.21 |
| Parity: |
-16.83 |
| Time value: |
1.09 |
| Break-even: |
264.99 |
| Moneyness: |
0.62 |
| Premium: |
0.40 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.30 |
| Spread %: |
37.97% |
| Delta: |
-0.09 |
| Theta: |
-0.02 |
| Omega: |
-3.61 |
| Rho: |
-0.81 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.57% |
| 1 Month |
|
|
-40.30% |
| 3 Months |
|
|
-48.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.850 |
| 1M High / 1M Low: |
1.340 |
0.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
