Goldman Sachs Call 200 PGR 17.01.2025
/ DE000GG1QN45
Goldman Sachs Call 200 PGR 17.01..../ DE000GG1QN45 /
| 2024-05-23 11:31:15 AM |
Chg.-0.20 |
Bid6:06:34 PM |
Ask6:06:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.15EUR |
-8.51% |
2.14
Bid Size: 2,000 |
-
Ask Size: - |
Progressive Corporat... |
200.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
GG1QN4 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
0.59 |
| Time value: |
1.76 |
| Break-even: |
208.25 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.21 |
| Spread %: |
9.81% |
| Delta: |
0.64 |
| Theta: |
-0.05 |
| Omega: |
5.17 |
| Rho: |
0.64 |
Quote data
| Open: |
2.15 |
| High: |
2.15 |
| Low: |
2.15 |
| Previous Close: |
2.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.34% |
| 1 Month |
|
|
-27.36% |
| 3 Months |
|
|
+22.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.51 |
2.25 |
| 1M High / 1M Low: |
3.02 |
2.25 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
