Goldman Sachs Call 1000 REGN 19.09.2025
/ DE000GJ5RMY0
Goldman Sachs Call 1000 REGN 19.0.../ DE000GJ5RMY0 /
| 2024-10-31 10:54:56 AM |
Chg.-0.10 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.16EUR |
-3.07% |
-
Bid Size: - |
-
Ask Size: - |
Regeneron Pharmaceut... |
1,000.00 USD |
2025-09-19 |
Call |
Master data
| WKN: |
GJ5RMY |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,000.00 USD |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-10-23 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
21.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
-7.11 |
| Time value: |
3.90 |
| Break-even: |
959.95 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.70 |
| Spread %: |
21.88% |
| Delta: |
0.41 |
| Theta: |
-0.11 |
| Omega: |
8.97 |
| Rho: |
2.75 |
Quote data
| Open: |
3.16 |
| High: |
3.16 |
| Low: |
3.16 |
| Previous Close: |
3.26 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.95% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.36 |
3.20 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
