Goldman Sachs Call 200 PGR 15.11.2024
/ DE000GG9GYX5
Goldman Sachs Call 200 PGR 15.11..../ DE000GG9GYX5 /
| 10/16/2024 11:30:01 AM |
Chg.-0.22 |
Bid3:39:23 PM |
Ask3:39:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.84EUR |
-4.35% |
4.91
Bid Size: 3,000 |
5.21
Ask Size: 2,000 |
Progressive Corporat... |
200.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
GG9GYX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
6/13/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.79 |
| Intrinsic value: |
4.74 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.18 |
| Parity: |
4.74 |
| Time value: |
0.41 |
| Break-even: |
235.27 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.30 |
| Spread %: |
6.19% |
| Delta: |
0.87 |
| Theta: |
-0.19 |
| Omega: |
3.92 |
| Rho: |
0.12 |
Quote data
| Open: |
4.84 |
| High: |
4.84 |
| Low: |
4.84 |
| Previous Close: |
5.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.76% |
| 1 Month |
|
|
-6.92% |
| 3 Months |
|
|
+91.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.10 |
4.71 |
| 1M High / 1M Low: |
5.65 |
4.40 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
