Goldman Sachs Call 950 REGN 18.06.2026
/ DE000GJ50G48
Goldman Sachs Call 950 REGN 18.06.../ DE000GJ50G48 /
| 2024-10-31 10:42:31 AM |
Chg.-0.04 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
-2.68% |
-
Bid Size: - |
-
Ask Size: - |
Regeneron Pharmaceut... |
950.00 USD |
2026-06-18 |
Call |
Master data
| WKN: |
GJ50G4 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
950.00 USD |
| Maturity: |
2026-06-18 |
| Issue date: |
2024-10-08 |
| Last trading day: |
2026-06-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.17 |
| Parity: |
-0.25 |
| Time value: |
1.52 |
| Break-even: |
1,026.91 |
| Moneyness: |
0.97 |
| Premium: |
0.21 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.07 |
| Spread %: |
4.83% |
| Delta: |
0.60 |
| Theta: |
-0.15 |
| Omega: |
3.38 |
| Rho: |
5.90 |
Quote data
| Open: |
1.45 |
| High: |
1.45 |
| Low: |
1.45 |
| Previous Close: |
1.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.05% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.48 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| 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: |
|
- |
