Goldman Sachs Call 160 PGR 16.01.2026
/ DE000GG24K55
Goldman Sachs Call 160 PGR 16.01..../ DE000GG24K55 /
| 11/14/2024 10:56:40 AM |
Chg.-0.10 |
Bid12:44:12 PM |
Ask12:44:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.62EUR |
-0.93% |
10.74
Bid Size: 500 |
11.24
Ask Size: 500 |
Progressive Corporat... |
160.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
GG24K5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
1/25/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.14 |
| Intrinsic value: |
9.59 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.19 |
| Parity: |
9.59 |
| Time value: |
1.54 |
| Break-even: |
262.73 |
| Moneyness: |
1.63 |
| Premium: |
0.06 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.50 |
| Spread %: |
4.70% |
| Delta: |
0.89 |
| Theta: |
-0.04 |
| Omega: |
1.97 |
| Rho: |
1.27 |
Quote data
| Open: |
10.62 |
| High: |
10.62 |
| Low: |
10.62 |
| Previous Close: |
10.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.78% |
| 1 Month |
|
|
+11.79% |
| 3 Months |
|
|
+46.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.72 |
10.40 |
| 1M High / 1M Low: |
10.72 |
8.58 |
| 6M High / 6M Low: |
10.72 |
5.71 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.81 |
| Avg. volume 6M: |
|
7.80 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.35% |
| Volatility 6M: |
|
64.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
