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Goldman Sachs Call 700 REGN 21.06.../  DE000GZ4FPL8  /

EUWAX
6/7/2024  9:22:28 AM Chg.-0.04 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
2.80EUR -1.41% -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 700.00 - 6/21/2024 Call
 

Master data

WKN: GZ4FPL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 700.00 -
Maturity: 6/21/2024
Issue date: 12/1/2022
Last trading day: 6/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.22
Leverage: Yes

Calculated values

Fair value: 2.29
Intrinsic value: 2.29
Implied volatility: 2.41
Historic volatility: 0.18
Parity: 2.29
Time value: 0.59
Break-even: 988.00
Moneyness: 1.33
Premium: 0.06
Premium p.a.: 4.72
Spread abs.: 0.07
Spread %: 2.49%
Delta: 0.80
Theta: -4.55
Omega: 2.59
Rho: 0.16
 

Quote data

Open: 2.80
High: 2.80
Low: 2.80
Previous Close: 2.84
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.67%
1 Month  
+9.38%
3 Months  
+6.46%
YTD  
+46.60%
1 Year  
+122.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.84 2.62
1M High / 1M Low: 2.84 2.44
6M High / 6M Low: 2.85 1.57
High (YTD): 2/28/2024 2.85
Low (YTD): 4/29/2024 1.81
52W High: 2/28/2024 2.85
52W Low: 7/7/2023 0.89
Avg. price 1W:   2.73
Avg. volume 1W:   0.00
Avg. price 1M:   2.62
Avg. volume 1M:   0.00
Avg. price 6M:   2.36
Avg. volume 6M:   0.00
Avg. price 1Y:   1.90
Avg. volume 1Y:   0.00
Volatility 1M:   48.81%
Volatility 6M:   59.69%
Volatility 1Y:   82.76%
Volatility 3Y:   -