Goldman Sachs Call 900 REGN 17.05.2024
/ DE000GG2DW71
Goldman Sachs Call 900 REGN 17.05.../ DE000GG2DW71 /
| 2024-05-15 10:51:01 AM |
Chg.+0.030 |
Bid9:01:57 PM |
Ask9:01:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+3.90% |
0.720
Bid Size: 10,000 |
0.770
Ask Size: 10,000 |
Regeneron Pharmaceut... |
900.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
GG2DW7 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
900.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-01-12 |
| Last trading day: |
2024-05-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
1.77 |
| Historic volatility: |
0.18 |
| Parity: |
0.78 |
| Time value: |
0.17 |
| Break-even: |
927.26 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
26.74 |
| Spread abs.: |
0.15 |
| Spread %: |
18.75% |
| Delta: |
0.77 |
| Theta: |
-9.00 |
| Omega: |
7.42 |
| Rho: |
0.03 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.40% |
| 1 Month |
|
|
+110.53% |
| 3 Months |
|
|
-1.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.520 |
| 1M High / 1M Low: |
0.770 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.670 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.413 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
341.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
