Goldman Sachs Call 900 REGN 21.06.2024
/ DE000GZ898K0
Goldman Sachs Call 900 REGN 21.06.../ DE000GZ898K0 /
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: |
|
- |