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Goldman Sachs Call 700 VRTX 21.03.../  DE000GG2SFX4  /

EUWAX
1/24/2025  10:28:25 AM Chg.+0.010 Bid1/24/2025 Ask1/24/2025 Underlying Strike price Expiration date Option type
0.040EUR +33.33% 0.040
Bid Size: 10,000		 0.190
Ask Size: 2,000		 Vertex Pharmaceutica... 700.00 USD 3/21/2025 Call
 

Master data

WKN: GG2SFX
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Vertex Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 700.00 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: 176.64
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.23
Parity: -24.99
Time value: 0.24
Break-even: 674.45
Moneyness: 0.63
Premium: 0.60
Premium p.a.: 20.19
Spread abs.: 0.20
Spread %: 512.82%
Delta: 0.06
Theta: -0.11
Omega: 9.74
Rho: 0.03
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.030
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.86%
1 Month
  -55.56%
3 Months
  -69.23%
YTD
  -42.86%
1 Year
  -91.84%
3 Years     -
5 Years     -
1W High / 1W Low: 0.070 0.030
1M High / 1M Low: 0.070 0.030
6M High / 6M Low: 0.540 0.030
High (YTD): 1/21/2025 0.070
Low (YTD): 1/23/2025 0.030
52W High: 2/6/2024 0.690
52W Low: 1/23/2025 0.030
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.053
Avg. volume 1M:   0.000
Avg. price 6M:   0.236
Avg. volume 6M:   0.000
Avg. price 1Y:   0.303
Avg. volume 1Y:   0.000
Volatility 1M:   458.66%
Volatility 6M:   315.14%
Volatility 1Y:   289.62%
Volatility 3Y:   -