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Goldman Sachs Call 400 VRTX 20.06.../  DE000GG2S5K4  /

EUWAX
1/24/2025  10:28:16 AM Chg.+0.79 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
5.95EUR +15.31% -
Bid Size: -		 -
Ask Size: -		 Vertex Pharmaceutica... 400.00 USD 6/20/2025 Call
 

Master data

WKN: GG2S5K
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Vertex Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 400.00 USD
Maturity: 6/20/2025
Issue date: 1/22/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.89
Leverage: Yes

Calculated values

Fair value: 5.00
Intrinsic value: 3.78
Implied volatility: 0.36
Historic volatility: 0.23
Parity: 3.78
Time value: 2.30
Break-even: 441.94
Moneyness: 1.10
Premium: 0.06
Premium p.a.: 0.14
Spread abs.: 0.10
Spread %: 1.67%
Delta: 0.72
Theta: -0.13
Omega: 4.95
Rho: 0.96
 

Quote data

Open: 5.95
High: 5.95
Low: 5.95
Previous Close: 5.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.31%
1 Month  
+52.17%
3 Months
  -38.53%
YTD  
+38.05%
1 Year
  -27.53%
3 Years     -
5 Years     -
1W High / 1W Low: 5.95 4.94
1M High / 1M Low: 5.95 3.80
6M High / 6M Low: 13.38 3.51
High (YTD): 1/24/2025 5.95
Low (YTD): 1/7/2025 3.80
52W High: 11/11/2024 13.38
52W Low: 12/19/2024 3.51
Avg. price 1W:   5.25
Avg. volume 1W:   0.00
Avg. price 1M:   4.64
Avg. volume 1M:   0.00
Avg. price 6M:   8.88
Avg. volume 6M:   0.00
Avg. price 1Y:   8.60
Avg. volume 1Y:   0.00
Volatility 1M:   103.48%
Volatility 6M:   125.65%
Volatility 1Y:   104.80%
Volatility 3Y:   -