Goldman Sachs Call 420 VRTX
/ DE000GG48GW9
Goldman Sachs Call 420 VRTX/ DE000GG48GW9 /
| 2024-06-20 9:23:38 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.50EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
420.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GG48GW |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.40 |
| Intrinsic value: |
4.40 |
| Implied volatility: |
2.29 |
| Historic volatility: |
0.21 |
| Parity: |
4.40 |
| Time value: |
0.51 |
| Break-even: |
439.90 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
69.94 |
| Spread abs.: |
0.50 |
| Spread %: |
11.34% |
| Delta: |
0.83 |
| Theta: |
-6.67 |
| Omega: |
7.34 |
| Rho: |
0.01 |
Quote data
| Open: |
4.50 |
| High: |
4.50 |
| Low: |
4.50 |
| Previous Close: |
4.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.20% |
| 1 Month |
|
|
+66.05% |
| 3 Months |
|
|
+118.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.80 |
4.42 |
| 1M High / 1M Low: |
6.20 |
2.09 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
278.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
