Goldman Sachs Call 1200 REGN 20.03.2026
/ DE000GG59601
Goldman Sachs Call 1200 REGN 20.0.../ DE000GG59601 /
| 2024-06-04 10:15:30 AM |
Chg.+0.030 |
Bid3:45:37 PM |
Ask3:45:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+3.70% |
0.870
Bid Size: 5,000 |
0.900
Ask Size: 5,000 |
Regeneron Pharmaceut... |
1,200.00 USD |
2026-03-20 |
Call |
Master data
| WKN: |
GG5960 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,200.00 USD |
| Maturity: |
2026-03-20 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2026-03-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-1.93 |
| Time value: |
0.92 |
| Break-even: |
1,192.18 |
| Moneyness: |
0.82 |
| Premium: |
0.31 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.07 |
| Spread %: |
8.24% |
| Delta: |
0.44 |
| Theta: |
-0.13 |
| Omega: |
4.36 |
| Rho: |
5.54 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+7.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.730 |
| 1M High / 1M Low: |
0.890 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.786 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.828 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
