Goldman Sachs Call 220 PGR 17.05.2024
/ DE000GG2E4N7
Goldman Sachs Call 220 PGR 17.05..../ DE000GG2E4N7 /
| 2024-04-26 9:11:55 AM |
Chg.-0.040 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-20.00% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
220.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
GG2E4N |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-01-12 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
48.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.25 |
| Parity: |
-0.93 |
| Time value: |
0.40 |
| Break-even: |
209.77 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
2.31 |
| Spread abs.: |
0.30 |
| Spread %: |
291.26% |
| Delta: |
0.34 |
| Theta: |
-0.18 |
| Omega: |
16.56 |
| Rho: |
0.03 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-52.94% |
| 3 Months |
|
|
+220.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.160 |
| 1M High / 1M Low: |
0.490 |
0.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.314 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
497.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
