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Goldman Sachs Put 600 REGN 21.06..../  DE000GZ2LV31  /

EUWAX
2024-06-14  9:27:33 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 600.00 - 2024-06-21 Put
 

Master data

WKN: GZ2LV3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Put
Strike price: 600.00 -
Maturity: 2024-06-21
Issue date: 2022-11-04
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -64.55
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 3.01
Historic volatility: 0.18
Parity: -3.68
Time value: 0.15
Break-even: 585.00
Moneyness: 0.62
Premium: 0.40
Premium p.a.: 0.00
Spread abs.: 0.15
Spread %: 14,900.00%
Delta: -0.08
Theta: -4.44
Omega: -4.90
Rho: -0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -50.00%
3 Months
  -92.86%
YTD
  -97.37%
1 Year
  -99.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.003 0.001
6M High / 6M Low: 0.064 0.001
High (YTD): 2024-01-08 0.033
Low (YTD): 2024-06-14 0.001
52W High: 2023-06-28 0.340
52W Low: 2024-06-14 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.016
Avg. volume 6M:   0.000
Avg. price 1Y:   0.080
Avg. volume 1Y:   0.000
Volatility 1M:   606.60%
Volatility 6M:   407.23%
Volatility 1Y:   313.48%
Volatility 3Y:   -