Goldman Sachs Call 600 VRTX 16.01.2026
/ DE000GG220D5
Goldman Sachs Call 600 VRTX 16.01.../ DE000GG220D5 /
| 2024-05-30 9:45:09 AM |
Chg.-0.28 |
Bid8:34:35 PM |
Ask8:34:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.59EUR |
-9.76% |
2.57
Bid Size: 3,000 |
2.67
Ask Size: 3,000 |
Vertex Pharmaceutica... |
600.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
GG220D |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 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: |
13.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
-14.71 |
| Time value: |
2.94 |
| Break-even: |
584.90 |
| Moneyness: |
0.74 |
| Premium: |
0.43 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.20 |
| Spread %: |
7.30% |
| Delta: |
0.34 |
| Theta: |
-0.06 |
| Omega: |
4.66 |
| Rho: |
1.76 |
Quote data
| Open: |
2.59 |
| High: |
2.59 |
| Low: |
2.59 |
| Previous Close: |
2.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.76% |
| 1 Month |
|
|
+69.28% |
| 3 Months |
|
|
-1.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.17 |
2.87 |
| 1M High / 1M Low: |
3.17 |
1.40 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
