Goldman Sachs Call 150 PGR 16.01.2026
/ DE000GG26RY8
Goldman Sachs Call 150 PGR 16.01..../ DE000GG26RY8 /
11/09/2024 10:52:09 |
Chg.-0.38 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
9.87EUR |
-3.71% |
- Bid Size: - |
- Ask Size: - |
Progressive Corporat... |
150.00 USD |
16/01/2026 |
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: |
16/01/2026 |
Issue date: |
26/01/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.63 |
Intrinsic value: |
9.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.19 |
Parity: |
9.00 |
Time value: |
1.23 |
Break-even: |
238.41 |
Moneyness: |
1.66 |
Premium: |
0.05 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.30 |
Spread %: |
3.02% |
Delta: |
0.91 |
Theta: |
-0.03 |
Omega: |
2.01 |
Rho: |
1.39 |
Quote data
Open: |
9.87 |
High: |
9.87 |
Low: |
9.87 |
Previous Close: |
10.25 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.71% |
1 Month |
|
|
+28.68% |
3 Months |
|
|
+39.60% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.30 |
9.90 |
1M High / 1M Low: |
10.32 |
7.96 |
6M High / 6M Low: |
10.32 |
6.01 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
10.15 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
9.41 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.50 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
56.88% |
Volatility 6M: |
|
58.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |