Goldman Sachs Call 600 VRTX 16.01.2026
/ DE000GG220D5
Goldman Sachs Call 600 VRTX 16.01.../ DE000GG220D5 /
| 5/15/2024 11:19:04 AM |
Chg.-0.06 |
Bid2:59:39 PM |
Ask2:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.19EUR |
-2.67% |
2.16
Bid Size: 2,000 |
2.46
Ask Size: 300 |
Vertex Pharmaceutica... |
600.00 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
1/24/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
-15.85 |
| Time value: |
2.41 |
| Break-even: |
578.94 |
| Moneyness: |
0.71 |
| Premium: |
0.46 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.20 |
| Spread %: |
9.05% |
| Delta: |
0.30 |
| Theta: |
-0.05 |
| Omega: |
4.96 |
| Rho: |
1.60 |
Quote data
| Open: |
2.19 |
| High: |
2.19 |
| Low: |
2.19 |
| Previous Close: |
2.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.86% |
| 1 Month |
|
|
+10.61% |
| 3 Months |
|
|
-5.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.25 |
1.74 |
| 1M High / 1M Low: |
2.25 |
1.40 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
