Goldman Sachs Call 600 VRTX 21.03.../  DE000GG2S6F2  /

EUWAX
24/01/2025  10:28:16 Chg.+0.010 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.070EUR +16.67% -
Bid Size: -
-
Ask Size: -
Vertex Pharmaceutica... 600.00 USD 21/03/2025 Call
 

Master data

WKN: GG2S6F
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Vertex Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 600.00 USD
Maturity: 21/03/2025
Issue date: 22/01/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 153.52
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.23
Parity: -15.39
Time value: 0.28
Break-even: 578.80
Moneyness: 0.73
Premium: 0.37
Premium p.a.: 6.82
Spread abs.: 0.20
Spread %: 266.67%
Delta: 0.08
Theta: -0.11
Omega: 11.91
Rho: 0.05
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.36%
1 Month
  -46.15%
3 Months
  -85.42%
YTD
  -22.22%
1 Year
  -93.81%
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.060
1M High / 1M Low: 0.120 0.060
6M High / 6M Low: 1.740 0.060
High (YTD): 20/01/2025 0.120
Low (YTD): 23/01/2025 0.060
52W High: 02/08/2024 1.740
52W Low: 23/01/2025 0.060
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   0.703
Avg. volume 6M:   0.000
Avg. price 1Y:   0.816
Avg. volume 1Y:   0.000
Volatility 1M:   341.05%
Volatility 6M:   269.90%
Volatility 1Y:   229.16%
Volatility 3Y:   -