Goldman Sachs Call 850 REGN 21.06.2024
/ DE000GG76Q49
Goldman Sachs Call 850 REGN 21.06.../ DE000GG76Q49 /
| 6/7/2024 9:38:07 AM |
Chg.-0.05 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
-3.40% |
-
Bid Size: - |
-
Ask Size: - |
Regeneron Pharmaceut... |
850.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
GG76Q4 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
850.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
5/2/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.18 |
| Parity: |
1.42 |
| Time value: |
0.08 |
| Break-even: |
936.92 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.07 |
| Spread %: |
4.90% |
| Delta: |
0.89 |
| Theta: |
-1.02 |
| Omega: |
5.52 |
| Rho: |
0.24 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.42 |
| Previous Close: |
1.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.41% |
| 1 Month |
|
|
+19.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.27 |
| 1M High / 1M Low: |
1.47 |
1.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
