Goldman Sachs Put 1000 REGN 18.10.2024
/ DE000GJ2H0D7
Goldman Sachs Put 1000 REGN 18.10.../ DE000GJ2H0D7 /
| 8/28/2024 9:03:53 AM |
Chg.- |
Bid9:52:08 AM |
Ask9:52:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.024EUR |
- |
0.031
Bid Size: 10,000 |
0.081
Ask Size: 5,000 |
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: |
-131.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.15 |
| Parity: |
-1.79 |
| Time value: |
0.08 |
| Break-even: |
890.72 |
| Moneyness: |
0.83 |
| Premium: |
0.17 |
| Premium p.a.: |
2.22 |
| Spread abs.: |
0.05 |
| Spread %: |
156.25% |
| Delta: |
-0.10 |
| Theta: |
-0.28 |
| Omega: |
-12.92 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.024 |
| High: |
0.024 |
| Low: |
0.024 |
| Previous Close: |
0.027 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.14% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.040 |
0.024 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.032 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |
