Goldman Sachs Call 1000 REGN 21.06.2024
/ DE000GG220W5
Goldman Sachs Call 1000 REGN 21.0.../ DE000GG220W5 /
| 19/06/2024 10:12:27 |
Chg.-0.070 |
Bid16:59:15 |
Ask16:59:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-15.56% |
0.350
Bid Size: 10,000 |
0.420
Ask Size: 1,000 |
Regeneron Pharmaceut... |
1,000.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
GG220W |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,000.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
24/01/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.18 |
| Parity: |
0.36 |
| Time value: |
0.09 |
| Break-even: |
976.31 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
4.10 |
| Spread abs.: |
0.07 |
| Spread %: |
18.37% |
| Delta: |
0.75 |
| Theta: |
-4.52 |
| Omega: |
16.18 |
| Rho: |
0.04 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+80.95% |
| 1 Month |
|
|
+216.67% |
| 3 Months |
|
|
+11.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.210 |
| 1M High / 1M Low: |
0.450 |
0.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.183 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
482.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
