Goldman Sachs Call 1100 REGN 15.11.2024
/ DE000GJ0VKD1
Goldman Sachs Call 1100 REGN 15.1.../ DE000GJ0VKD1 /
| 8/28/2024 9:45:23 AM |
Chg.+0.01 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
+0.82% |
-
Bid Size: - |
-
Ask Size: - |
Regeneron Pharmaceut... |
1,100.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
GJ0VKD |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,100.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
7/17/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.15 |
| Parity: |
0.91 |
| Time value: |
0.37 |
| Break-even: |
1,112.16 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.14 |
| Spread %: |
12.28% |
| Delta: |
0.75 |
| Theta: |
-0.43 |
| Omega: |
6.27 |
| Rho: |
1.46 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.85% |
| 1 Month |
|
|
+75.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.23 |
1.13 |
| 1M High / 1M Low: |
1.24 |
0.50 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
