Goldman Sachs Call 1000 REGN 16.08.2024
/ DE000GG4S126
Goldman Sachs Call 1000 REGN 16.0.../ DE000GG4S126 /
| 6/28/2024 11:08:53 AM |
Chg.-0.150 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-18.52% |
-
Bid Size: - |
-
Ask Size: - |
Regeneron Pharmaceut... |
1,000.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
GG4S12 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,000.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
3/6/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.16 |
| Parity: |
0.48 |
| Time value: |
0.29 |
| Break-even: |
1,010.36 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.07 |
| Spread %: |
10.00% |
| Delta: |
0.69 |
| Theta: |
-0.50 |
| Omega: |
8.85 |
| Rho: |
0.79 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.13% |
| 1 Month |
|
|
+135.71% |
| 3 Months |
|
|
+22.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.660 |
| 1M High / 1M Low: |
0.810 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.753 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.511 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
