Goldman Sachs Call 150 PGR 17.01.2025
/ DE000GG1QN60
Goldman Sachs Call 150 PGR 17.01..../ DE000GG1QN60 /
| 09/07/2024 09:29:29 |
Chg.0.00 |
Bid20:53:39 |
Ask20:53:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.15EUR |
0.00% |
6.13
Bid Size: 2,000 |
6.33
Ask Size: 2,000 |
Progressive Corporat... |
150.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
GG1QN6 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
04/01/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.80 |
| Intrinsic value: |
5.51 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.24 |
| Parity: |
5.51 |
| Time value: |
0.89 |
| Break-even: |
202.50 |
| Moneyness: |
1.40 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.30 |
| Spread %: |
4.92% |
| Delta: |
0.86 |
| Theta: |
-0.05 |
| Omega: |
2.62 |
| Rho: |
0.54 |
Quote data
| Open: |
6.15 |
| High: |
6.15 |
| Low: |
6.15 |
| Previous Close: |
6.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.02% |
| 1 Month |
|
|
-5.09% |
| 3 Months |
|
|
-3.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.28 |
5.97 |
| 1M High / 1M Low: |
6.43 |
5.54 |
| 6M High / 6M Low: |
7.03 |
2.79 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.86% |
| Volatility 6M: |
|
59.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
