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: |
|
- |
