Goldman Sachs Call 440 VRTX 21.06.2024
/ DE000GG7FH24
Goldman Sachs Call 440 VRTX 21.06.../ DE000GG7FH24 /
| 2024-06-18 9:21:03 AM |
Chg.-0.62 |
Bid4:24:57 PM |
Ask4:24:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.24EUR |
-16.06% |
3.08
Bid Size: 2,000 |
3.38
Ask Size: 2,000 |
Vertex Pharmaceutica... |
440.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GG7FH2 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-25 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.15 |
| Intrinsic value: |
3.14 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.21 |
| Parity: |
3.14 |
| Time value: |
0.34 |
| Break-even: |
444.49 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
1.57 |
| Spread abs.: |
0.30 |
| Spread %: |
9.43% |
| Delta: |
0.83 |
| Theta: |
-1.52 |
| Omega: |
10.54 |
| Rho: |
0.03 |
Quote data
| Open: |
3.24 |
| High: |
3.24 |
| Low: |
3.24 |
| Previous Close: |
3.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.55% |
| 1 Month |
|
|
+205.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.13 |
3.31 |
| 1M High / 1M Low: |
4.45 |
0.91 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
440.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
