Goldman Sachs Put 800 REGN 17.01.2025
/ DE000GZ8MV00
Goldman Sachs Put 800 REGN 17.01..../ DE000GZ8MV00 /
| 6/18/2024 10:47:30 AM |
Chg.0.000 |
Bid3:35:50 PM |
Ask3:35:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
0.00% |
0.080
Bid Size: 10,000 |
0.110
Ask Size: 10,000 |
Regeneron Pharmaceut... |
800.00 - |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
2/15/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-74.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-1.73 |
| Time value: |
0.13 |
| Break-even: |
786.90 |
| Moneyness: |
0.82 |
| Premium: |
0.19 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.05 |
| Spread %: |
61.73% |
| Delta: |
-0.12 |
| Theta: |
-0.08 |
| Omega: |
-9.06 |
| Rho: |
-0.77 |
Quote data
| Open: |
0.080 |
| High: |
0.080 |
| Low: |
0.080 |
| Previous Close: |
0.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-71.43% |
| YTD |
|
|
-82.22% |
| 1 Year |
|
|
-90.70% |
| 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): |
1/8/2024 |
0.430 |
| Low (YTD): |
6/17/2024 |
0.080 |
| 52W High: |
6/28/2023 |
1.260 |
| 52W Low: |
6/17/2024 |
0.080 |
| Avg. price 1W: |
|
0.092 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.120 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.281 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.549 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
146.93% |
| Volatility 6M: |
|
111.59% |
| Volatility 1Y: |
|
106.39% |
| Volatility 3Y: |
|
- |
