Goldman Sachs Call 150 PGR 17.01.2025
/ DE000GG1QN60
Goldman Sachs Call 150 PGR 17.01..../ DE000GG1QN60 /
| 8/2/2024 10:58:56 AM |
Chg.+0.19 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.46EUR |
+3.03% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
150.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
1/4/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.36 |
| Intrinsic value: |
6.14 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.20 |
| Parity: |
6.14 |
| Time value: |
0.76 |
| Break-even: |
206.48 |
| Moneyness: |
1.45 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.30 |
| Spread %: |
4.55% |
| Delta: |
0.88 |
| Theta: |
-0.06 |
| Omega: |
2.54 |
| Rho: |
0.49 |
Quote data
| Open: |
6.46 |
| High: |
6.46 |
| Low: |
6.46 |
| Previous Close: |
6.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.73% |
| 1 Month |
|
|
+2.87% |
| 3 Months |
|
|
+1.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.67 |
6.27 |
| 1M High / 1M Low: |
7.35 |
5.94 |
| 6M High / 6M Low: |
7.35 |
3.94 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.37% |
| Volatility 6M: |
|
61.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
