Goldman Sachs Call 1200 REGN 20.03.2026
/ DE000GG59601
Goldman Sachs Call 1200 REGN 20.0.../ DE000GG59601 /
| 5/29/2024 10:15:08 AM |
Chg.-0.060 |
Bid12:07:41 PM |
Ask12:07:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-7.14% |
0.770
Bid Size: 5,000 |
0.820
Ask Size: 5,000 |
Regeneron Pharmaceut... |
1,200.00 USD |
3/20/2026 |
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: |
3/20/2026 |
| Issue date: |
3/15/2024 |
| Last trading day: |
3/19/2026 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-2.09 |
| Time value: |
0.84 |
| Break-even: |
1,189.87 |
| Moneyness: |
0.81 |
| Premium: |
0.33 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
6.33% |
| Delta: |
0.42 |
| Theta: |
-0.13 |
| Omega: |
4.51 |
| Rho: |
5.34 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.34% |
| 1 Month |
|
|
+36.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.840 |
| 1M High / 1M Low: |
0.890 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.854 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.804 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
