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Goldman Sachs Call 900 REGN 21.06.../  DE000GZ898K0  /

EUWAX
2024-06-14  9:05:51 AM Chg.+0.01 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.19EUR +0.85% -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 900.00 - 2024-06-21 Call
 

Master data

WKN: GZ898K
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 900.00 -
Maturity: 2024-06-21
Issue date: 2023-02-08
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.12
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.68
Implied volatility: 2.05
Historic volatility: 0.18
Parity: 0.68
Time value: 0.68
Break-even: 1,036.00
Moneyness: 1.08
Premium: 0.07
Premium p.a.: 60.11
Spread abs.: 0.07
Spread %: 5.43%
Delta: 0.66
Theta: -7.84
Omega: 4.70
Rho: 0.08
 

Quote data

Open: 1.19
High: 1.19
Low: 1.19
Previous Close: 1.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.68%
1 Month  
+35.23%
3 Months  
+27.96%
YTD  
+101.69%
1 Year  
+120.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.19 0.96
1M High / 1M Low: 1.19 0.64
6M High / 6M Low: 1.19 0.32
High (YTD): 2024-06-14 1.19
Low (YTD): 2024-04-29 0.32
52W High: 2024-06-14 1.19
52W Low: 2023-07-07 0.25
Avg. price 1W:   1.07
Avg. volume 1W:   0.00
Avg. price 1M:   0.88
Avg. volume 1M:   0.00
Avg. price 6M:   0.80
Avg. volume 6M:   0.00
Avg. price 1Y:   0.63
Avg. volume 1Y:   0.00
Volatility 1M:   145.83%
Volatility 6M:   148.20%
Volatility 1Y:   151.05%
Volatility 3Y:   -