Goldman Sachs Put 1000 REGN 18.10.2024
/ DE000GJ2H0D7
Goldman Sachs Put 1000 REGN 18.10.../ DE000GJ2H0D7 /
10/4/2024 9:03:04 AM |
Chg.+0.060 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
+46.15% |
- Bid Size: - |
- Ask Size: - |
Regeneron Pharmaceut... |
1,000.00 USD |
10/18/2024 |
Put |
Master data
WKN: |
GJ2H0D |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Regeneron Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1,000.00 USD |
Maturity: |
10/18/2024 |
Issue date: |
8/20/2024 |
Last trading day: |
10/17/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-37.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.17 |
Parity: |
-0.13 |
Time value: |
0.24 |
Break-even: |
881.99 |
Moneyness: |
0.99 |
Premium: |
0.04 |
Premium p.a.: |
1.83 |
Spread abs.: |
0.05 |
Spread %: |
26.04% |
Delta: |
-0.41 |
Theta: |
-1.05 |
Omega: |
-15.57 |
Rho: |
-0.15 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.190 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+111.11% |
1 Month |
|
|
+375.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.090 |
1M High / 1M Low: |
0.130 |
0.024 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.112 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.064 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
736.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |