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Goldman Sachs Call 700 REGN 21.06.../  DE000GZ4FPL8  /

EUWAX
2024-05-03  11:35:11 AM Chg.+0.31 Bid12:44:57 PM Ask12:44:57 PM Underlying Strike price Expiration date Option type
2.28EUR +15.74% 2.22
Bid Size: 5,000		 2.27
Ask Size: 5,000		 Regeneron Pharmaceut... 700.00 - 2024-06-21 Call
 

Master data

WKN: GZ4FPL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 700.00 -
Maturity: 2024-06-21
Issue date: 2022-12-01
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.77
Leverage: Yes

Calculated values

Fair value: 1.77
Intrinsic value: 1.74
Implied volatility: 1.09
Historic volatility: 0.19
Parity: 1.74
Time value: 0.58
Break-even: 932.00
Moneyness: 1.25
Premium: 0.07
Premium p.a.: 0.62
Spread abs.: 0.05
Spread %: 2.20%
Delta: 0.78
Theta: -1.10
Omega: 2.93
Rho: 0.60
 

Quote data

Open: 2.28
High: 2.28
Low: 2.28
Previous Close: 1.97
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.28%
1 Month
  -8.06%
3 Months
  -10.94%
YTD  
+19.37%
1 Year  
+34.91%
3 Years     -
5 Years     -
1W High / 1W Low: 1.97 1.81
1M High / 1M Low: 2.48 1.81
6M High / 6M Low: 2.85 1.28
High (YTD): 2024-02-28 2.85
Low (YTD): 2024-04-29 1.81
52W High: 2024-02-28 2.85
52W Low: 2023-07-07 0.89
Avg. price 1W:   1.88
Avg. volume 1W:   0.00
Avg. price 1M:   2.09
Avg. volume 1M:   0.00
Avg. price 6M:   2.12
Avg. volume 6M:   0.00
Avg. price 1Y:   1.77
Avg. volume 1Y:   0.00
Volatility 1M:   53.90%
Volatility 6M:   61.44%
Volatility 1Y:   84.43%
Volatility 3Y:   -