Goldman Sachs Call 400 VRTX 16.01.2026
/ DE000GG22419
Goldman Sachs Call 400 VRTX 16.01.../ DE000GG22419 /
| 2024-05-30 9:45:19 AM |
Chg.-0.49 |
Bid3:53:32 PM |
Ask3:53:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.84EUR |
-4.74% |
9.66
Bid Size: 3,000 |
9.96
Ask Size: 3,000 |
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: |
3.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.78 |
| Intrinsic value: |
3.81 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
3.81 |
| Time value: |
6.45 |
| Break-even: |
472.93 |
| Moneyness: |
1.10 |
| Premium: |
0.16 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.20 |
| Spread %: |
1.99% |
| Delta: |
0.72 |
| Theta: |
-0.07 |
| Omega: |
2.86 |
| Rho: |
3.11 |
Quote data
| Open: |
9.84 |
| High: |
9.84 |
| Low: |
9.84 |
| Previous Close: |
10.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.75% |
| 1 Month |
|
|
+39.97% |
| 3 Months |
|
|
+4.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.00 |
10.33 |
| 1M High / 1M Low: |
11.00 |
7.03 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
