Goldman Sachs Call 1300 REGN 20.03.2026
/ DE000GG596R8
Goldman Sachs Call 1300 REGN 20.0.../ DE000GG596R8 /
| 08/11/2024 14:48:07 |
Chg.-0.030 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-15.00% |
-
Bid Size: - |
-
Ask Size: - |
Regeneron Pharmaceut... |
1,300.00 USD |
20/03/2026 |
Call |
Master data
| WKN: |
GG596R |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,300.00 USD |
| Maturity: |
20/03/2026 |
| Issue date: |
15/03/2024 |
| Last trading day: |
19/03/2026 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
-4.40 |
| Time value: |
0.22 |
| Break-even: |
1,234.95 |
| Moneyness: |
0.64 |
| Premium: |
0.60 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.05 |
| Spread %: |
29.41% |
| Delta: |
0.17 |
| Theta: |
-0.08 |
| Omega: |
6.03 |
| Rho: |
1.50 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.05% |
| 1 Month |
|
|
-70.18% |
| 3 Months |
|
|
-85.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.170 |
| 1M High / 1M Low: |
0.580 |
0.170 |
| 6M High / 6M Low: |
1.470 |
0.170 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.401 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.813 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.16% |
| Volatility 6M: |
|
122.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
