Goldman Sachs Put 1000 REGN 15.11.2024
/ DE000GJ1A7D0
Goldman Sachs Put 1000 REGN 15.11.../ DE000GJ1A7D0 /
| 11/6/2024 2:12:24 PM |
Chg.-0.16 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
-9.94% |
-
Bid Size: - |
-
Ask Size: - |
Regeneron Pharmaceut... |
1,000.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
GJ1A7D |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,000.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
7/25/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.19 |
| Parity: |
1.56 |
| Time value: |
0.07 |
| Break-even: |
751.58 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.07 |
| Spread %: |
4.49% |
| Delta: |
-0.86 |
| Theta: |
-1.38 |
| Omega: |
-4.02 |
| Rho: |
-0.20 |
Quote data
| Open: |
1.37 |
| High: |
1.45 |
| Low: |
1.37 |
| Previous Close: |
1.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+90.79% |
| 1 Month |
|
|
+326.47% |
| 3 Months |
|
|
+302.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.61 |
0.76 |
| 1M High / 1M Low: |
1.61 |
0.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
308.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
