Goldman Sachs Call 180 PGR 17.01.2025
/ DE000GG1UZV4
Goldman Sachs Call 180 PGR 17.01..../ DE000GG1UZV4 /
| 31/07/2024 10:48:16 |
Chg.+0.27 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.14EUR |
+6.98% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.66 |
| Intrinsic value: |
3.30 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.20 |
| Parity: |
3.30 |
| Time value: |
0.92 |
| Break-even: |
208.63 |
| Moneyness: |
1.20 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.20 |
| Spread %: |
4.98% |
| Delta: |
0.81 |
| Theta: |
-0.05 |
| Omega: |
3.82 |
| Rho: |
0.55 |
Quote data
| Open: |
4.14 |
| High: |
4.14 |
| Low: |
4.14 |
| Previous Close: |
3.87 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.47% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
+11.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.18 |
3.87 |
| 1M High / 1M Low: |
4.75 |
3.60 |
| 6M High / 6M Low: |
4.75 |
1.93 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.23% |
| Volatility 6M: |
|
97.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
