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Goldman Sachs Put 800 REGN 17.01..../  DE000GZ8MV00  /

EUWAX
2024-06-05  10:39:48 AM Chg.-0.020 Bid5:22:00 PM Ask5:22:00 PM Underlying Strike price Expiration date Option type
0.110EUR -15.38% 0.110
Bid Size: 10,000		 0.140
Ask Size: 10,000		 Regeneron Pharmaceut... 800.00 - 2025-01-17 Put
 

Master data

WKN: GZ8MV0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Put
Strike price: 800.00 -
Maturity: 2025-01-17
Issue date: 2023-02-15
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -53.69
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -1.13
Time value: 0.17
Break-even: 783.00
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 0.24
Spread abs.: 0.05
Spread %: 41.67%
Delta: -0.17
Theta: -0.08
Omega: -9.34
Rho: -1.09
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.67%
1 Month
  -54.17%
3 Months
  -57.69%
YTD
  -75.56%
1 Year
  -89.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.220 0.120
6M High / 6M Low: 0.640 0.120
High (YTD): 2024-01-08 0.430
Low (YTD): 2024-05-27 0.120
52W High: 2023-06-28 1.260
52W Low: 2024-05-27 0.120
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.154
Avg. volume 1M:   0.000
Avg. price 6M:   0.312
Avg. volume 6M:   0.000
Avg. price 1Y:   0.582
Avg. volume 1Y:   0.000
Volatility 1M:   167.67%
Volatility 6M:   110.51%
Volatility 1Y:   104.72%
Volatility 3Y:   -