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

EUWAX
5/17/2024  9:35:03 AM Chg.-0.11 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
2.51EUR -4.20% -
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: 3.41
Leverage: Yes

Calculated values

Fair value: 1.93
Intrinsic value: 1.91
Implied volatility: 1.49
Historic volatility: 0.18
Parity: 1.91
Time value: 0.70
Break-even: 961.00
Moneyness: 1.27
Premium: 0.08
Premium p.a.: 1.21
Spread abs.: 0.10
Spread %: 3.98%
Delta: 0.78
Theta: -1.80
Omega: 2.65
Rho: 0.41
 

Quote data

Open: 2.51
High: 2.51
Low: 2.51
Previous Close: 2.62
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.95%
1 Month  
+29.38%
3 Months
  -1.57%
YTD  
+31.41%
1 Year  
+90.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.68 2.56
1M High / 1M Low: 2.68 1.81
6M High / 6M Low: 2.85 1.28
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:   2.62
Avg. volume 1W:   0.00
Avg. price 1M:   2.22
Avg. volume 1M:   0.00
Avg. price 6M:   2.21
Avg. volume 6M:   0.00
Avg. price 1Y:   1.81
Avg. volume 1Y:   0.00
Volatility 1M:   73.71%
Volatility 6M:   62.99%
Volatility 1Y:   83.84%
Volatility 3Y:   -