Goldman Sachs Call 1150 REGN 16.01.2026
/ DE000GG59742
Goldman Sachs Call 1150 REGN 16.0.../ DE000GG59742 /
| 2024-06-04 10:15:32 AM |
Chg.+0.030 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+3.37% |
-
Bid Size: - |
-
Ask Size: - |
Regeneron Pharmaceut... |
1,150.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
GG5974 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,150.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2026-01-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
-1.47 |
| Time value: |
1.00 |
| Break-even: |
1,154.34 |
| Moneyness: |
0.86 |
| Premium: |
0.27 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.07 |
| Spread %: |
7.53% |
| Delta: |
0.48 |
| Theta: |
-0.15 |
| Omega: |
4.32 |
| Rho: |
5.37 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.800 |
| 1M High / 1M Low: |
0.960 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.899 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
