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

EUWAX
6/14/2024  11:12:33 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.090EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: -73.35
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: 786.80
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 0.34
Spread abs.: 0.05
Spread %: 60.98%
Delta: -0.12
Theta: -0.08
Omega: -9.13
Rho: -0.79
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -35.71%
3 Months
  -66.67%
YTD
  -80.00%
1 Year
  -89.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.090
1M High / 1M Low: 0.160 0.090
6M High / 6M Low: 0.560 0.090
High (YTD): 1/8/2024 0.430
Low (YTD): 6/14/2024 0.090
52W High: 6/28/2023 1.260
52W Low: 6/14/2024 0.090
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.125
Avg. volume 1M:   0.000
Avg. price 6M:   0.284
Avg. volume 6M:   0.000
Avg. price 1Y:   0.553
Avg. volume 1Y:   0.000
Volatility 1M:   154.00%
Volatility 6M:   111.18%
Volatility 1Y:   105.72%
Volatility 3Y:   -