Goldman Sachs Put 220 PGR 21.06.2024
/ DE000GG725V5
Goldman Sachs Put 220 PGR 21.06.2.../ DE000GG725V5 /
| 2024-05-22 11:16:16 AM |
Chg.- |
Bid9:27:41 AM |
Ask9:27:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
- |
1.34
Bid Size: 3,000 |
-
Ask Size: - |
Progressive Corporat... |
220.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
GG725V |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.23 |
| Parity: |
1.26 |
| Time value: |
0.04 |
| Break-even: |
190.23 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.56% |
| Delta: |
-0.83 |
| Theta: |
-0.03 |
| Omega: |
-12.24 |
| Rho: |
-0.14 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.75% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
1.01 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
