Goldman Sachs Call 150 PGR 16.01.2026
/ DE000GG26RY8
Goldman Sachs Call 150 PGR 16.01..../ DE000GG26RY8 /
| 11/15/2024 10:49:00 AM |
Chg.-0.53 |
Bid9:33:52 PM |
Ask9:33:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.96EUR |
-4.61% |
10.85
Bid Size: 1,000 |
11.15
Ask Size: 1,000 |
Progressive Corporat... |
150.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
GG26RY |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
1/26/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.72 |
| Intrinsic value: |
10.21 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.19 |
| Parity: |
10.21 |
| Time value: |
1.17 |
| Break-even: |
256.25 |
| Moneyness: |
1.72 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.43 |
| Spread %: |
3.93% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
1.96 |
| Rho: |
1.28 |
Quote data
| Open: |
10.96 |
| High: |
10.96 |
| Low: |
10.96 |
| Previous Close: |
11.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.75% |
| 1 Month |
|
|
+5.69% |
| 3 Months |
|
|
+20.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.56 |
11.27 |
| 1M High / 1M Low: |
11.56 |
9.40 |
| 6M High / 6M Low: |
11.56 |
6.41 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.04% |
| Volatility 6M: |
|
61.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
