OverviewChartNewsTraderScreen

Goldman Sachs Put 800 REGN 17.01..../  DE000GZ8MV00  /

EUWAX
2024-05-22  9:31:10 AM Chg.-0.020 Bid2024-05-22 Ask2024-05-22 Underlying Strike price Expiration date Option type
0.120EUR -14.29% 0.120
Bid Size: 10,000		 0.170
Ask Size: 5,000		 Regeneron Pharmaceut... 800.00 - 2025-01-17 Put
 

Master data

WKN: GZ8MV0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Put
Strike price: 800.00 -
Maturity: 2025-01-17
Issue date: 2023-02-15
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -54.19
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -1.16
Time value: 0.17
Break-even: 783.10
Moneyness: 0.87
Premium: 0.14
Premium p.a.: 0.23
Spread abs.: 0.05
Spread %: 42.02%
Delta: -0.17
Theta: -0.07
Omega: -9.21
Rho: -1.13
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -66.67%
3 Months
  -58.62%
YTD
  -73.33%
1 Year
  -88.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.370 0.130
6M High / 6M Low: 0.690 0.130
High (YTD): 2024-01-08 0.430
Low (YTD): 2024-05-20 0.130
52W High: 2023-06-28 1.260
52W Low: 2024-05-20 0.130
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.238
Avg. volume 1M:   0.000
Avg. price 6M:   0.351
Avg. volume 6M:   0.000
Avg. price 1Y:   0.622
Avg. volume 1Y:   0.000
Volatility 1M:   156.31%
Volatility 6M:   101.91%
Volatility 1Y:   100.02%
Volatility 3Y:   -