Goldman Sachs Call 1600 REGN 16.08.2024
/ DE000GG4UK31
Goldman Sachs Call 1600 REGN 16.0.../ DE000GG4UK31 /
| 2024-06-21 10:29:12 AM |
Chg.+0.001 |
Bid2024-06-21 |
Ask2024-06-21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.003EUR |
+50.00% |
0.003
Bid Size: 10,000 |
0.053
Ask Size: 5,000 |
Regeneron Pharmaceut... |
1,600.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
GG4UK3 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,600.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-08-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
94.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.18 |
| Parity: |
-5.19 |
| Time value: |
0.10 |
| Break-even: |
1,504.80 |
| Moneyness: |
0.65 |
| Premium: |
0.54 |
| Premium p.a.: |
15.86 |
| Spread abs.: |
0.10 |
| Spread %: |
3,333.33% |
| Delta: |
0.09 |
| Theta: |
-0.41 |
| Omega: |
8.50 |
| Rho: |
0.12 |
Quote data
| Open: |
0.003 |
| High: |
0.003 |
| Low: |
0.003 |
| Previous Close: |
0.002 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-80.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.003 |
0.001 |
| 1M High / 1M Low: |
0.005 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.003 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,696.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
