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

EUWAX
18/06/2024  10:47:30 Chg.- Bid10:41:25 Ask10:41:25 Underlying Strike price Expiration date Option type
0.080EUR - 0.080
Bid Size: 10,000		 0.130
Ask Size: 5,000		 Regeneron Pharmaceut... 800.00 - 17/01/2025 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: 17/01/2025
Issue date: 15/02/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -72.75
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -1.68
Time value: 0.13
Break-even: 786.70
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 0.34
Spread abs.: 0.05
Spread %: 60.24%
Delta: -0.13
Theta: -0.08
Omega: -9.12
Rho: -0.78
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -50.00%
3 Months
  -70.37%
YTD
  -82.22%
1 Year
  -90.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.080
1M High / 1M Low: 0.160 0.080
6M High / 6M Low: 0.560 0.080
High (YTD): 08/01/2024 0.430
Low (YTD): 18/06/2024 0.080
52W High: 28/06/2023 1.260
52W Low: 18/06/2024 0.080
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.118
Avg. volume 1M:   0.000
Avg. price 6M:   0.277
Avg. volume 6M:   0.000
Avg. price 1Y:   0.547
Avg. volume 1Y:   0.000
Volatility 1M:   143.38%
Volatility 6M:   111.59%
Volatility 1Y:   106.19%
Volatility 3Y:   -