Goldman Sachs Call 900 REGN 18.06.2026
/ DE000GJ50G55
Goldman Sachs Call 900 REGN 18.06.../ DE000GJ50G55 /
| 31/10/2024 10:42:31 |
Chg.-0.05 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
-2.89% |
-
Bid Size: - |
-
Ask Size: - |
Regeneron Pharmaceut... |
900.00 USD |
18/06/2026 |
Call |
Master data
| WKN: |
GJ50G5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
900.00 USD |
| Maturity: |
18/06/2026 |
| Issue date: |
08/10/2024 |
| Last trading day: |
17/06/2026 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.17 |
| Parity: |
0.21 |
| Time value: |
1.48 |
| Break-even: |
997.86 |
| Moneyness: |
1.03 |
| Premium: |
0.17 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.07 |
| Spread %: |
4.32% |
| Delta: |
0.65 |
| Theta: |
-0.14 |
| Omega: |
3.28 |
| Rho: |
6.28 |
Quote data
| Open: |
1.68 |
| High: |
1.68 |
| Low: |
1.68 |
| Previous Close: |
1.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.80 |
1.72 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.75 |
| 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: |
|
- |
