Goldman Sachs Call 180 PGR 17.01.2025
/ DE000GG1UZV4
Goldman Sachs Call 180 PGR 17.01..../ DE000GG1UZV4 /
| 10/10/2024 14:16:02 |
Chg.+0.38 |
Bid14:50:35 |
Ask14:50:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.02EUR |
+5.72% |
6.99
Bid Size: 1,000 |
7.29
Ask Size: 1,000 |
Progressive Corporat... |
180.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
GG1UZV |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
08/01/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.61 |
| Intrinsic value: |
6.47 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.19 |
| Parity: |
6.47 |
| Time value: |
0.62 |
| Break-even: |
235.41 |
| Moneyness: |
1.39 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.30 |
| Spread %: |
4.42% |
| Delta: |
0.89 |
| Theta: |
-0.08 |
| Omega: |
2.87 |
| Rho: |
0.36 |
Quote data
| Open: |
7.02 |
| High: |
7.02 |
| Low: |
7.02 |
| Previous Close: |
6.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.43% |
| 1 Month |
|
|
+1.74% |
| 3 Months |
|
|
+91.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.30 |
6.39 |
| 1M High / 1M Low: |
7.52 |
6.39 |
| 6M High / 6M Low: |
7.52 |
2.89 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.33% |
| Volatility 6M: |
|
127.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
