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Goldman Sachs Call 400 VRTX 21.03.../  DE000GG2SF75  /

EUWAX
1/24/2025  10:28:24 AM Chg.+0.87 Bid7:19:51 PM Ask7:19:51 PM Underlying Strike price Expiration date Option type
4.60EUR +23.32% 4.65
Bid Size: 2,000		 4.70
Ask Size: 2,000		 Vertex Pharmaceutica... 400.00 USD 3/21/2025 Call
 

Master data

WKN: GG2SF7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Vertex Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 400.00 USD
Maturity: 3/21/2025
Issue date: 1/22/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.76
Leverage: Yes

Calculated values

Fair value: 4.24
Intrinsic value: 3.81
Implied volatility: 0.37
Historic volatility: 0.23
Parity: 3.81
Time value: 1.01
Break-even: 432.23
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.17
Spread abs.: 0.15
Spread %: 3.21%
Delta: 0.78
Theta: -0.18
Omega: 6.80
Rho: 0.43
 

Quote data

Open: 4.60
High: 4.60
Low: 4.60
Previous Close: 3.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.37%
1 Month  
+78.99%
3 Months
  -45.95%
YTD  
+61.97%
1 Year
  -37.24%
3 Years     -
5 Years     -
1W High / 1W Low: 3.73 3.45
1M High / 1M Low: 3.77 2.38
6M High / 6M Low: 12.54 2.25
High (YTD): 1/16/2025 3.77
Low (YTD): 1/7/2025 2.38
52W High: 11/11/2024 12.54
52W Low: 12/19/2024 2.25
Avg. price 1W:   3.63
Avg. volume 1W:   0.00
Avg. price 1M:   3.07
Avg. volume 1M:   0.00
Avg. price 6M:   7.99
Avg. volume 6M:   0.00
Avg. price 1Y:   7.72
Avg. volume 1Y:   4.03
Volatility 1M:   148.30%
Volatility 6M:   146.30%
Volatility 1Y:   120.25%
Volatility 3Y:   -