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

EUWAX
5/31/2024  9:40:05 AM Chg.+0.09 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
2.53EUR +3.69% -
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: 3.47
Leverage: Yes

Calculated values

Fair value: 2.05
Intrinsic value: 2.03
Implied volatility: 1.80
Historic volatility: 0.18
Parity: 2.03
Time value: 0.57
Break-even: 960.00
Moneyness: 1.29
Premium: 0.06
Premium p.a.: 2.03
Spread abs.: 0.10
Spread %: 4.00%
Delta: 0.79
Theta: -2.76
Omega: 2.76
Rho: 0.25
 

Quote data

Open: 2.53
High: 2.53
Low: 2.53
Previous Close: 2.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month  
+34.57%
3 Months
  -3.44%
YTD  
+32.46%
1 Year  
+116.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.66 2.44
1M High / 1M Low: 2.73 1.97
6M High / 6M Low: 2.85 1.39
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:   2.54
Avg. volume 1W:   0.00
Avg. price 1M:   2.54
Avg. volume 1M:   0.00
Avg. price 6M:   2.31
Avg. volume 6M:   0.00
Avg. price 1Y:   1.87
Avg. volume 1Y:   0.00
Volatility 1M:   75.68%
Volatility 6M:   62.61%
Volatility 1Y:   82.97%
Volatility 3Y:   -