Goldman Sachs Call 200 PGR 16.01.2026
/ DE000GG22401
Goldman Sachs Call 200 PGR 16.01..../ DE000GG22401 /
9/10/2024 10:18:36 AM |
Chg.+0.19 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.53EUR |
+3.00% |
- Bid Size: - |
- Ask Size: - |
Progressive Corporat... |
200.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
GG2240 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Progressive Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
1/24/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.70 |
Intrinsic value: |
4.65 |
Implied volatility: |
0.34 |
Historic volatility: |
0.19 |
Parity: |
4.65 |
Time value: |
1.98 |
Break-even: |
247.53 |
Moneyness: |
1.26 |
Premium: |
0.09 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.50 |
Spread %: |
8.16% |
Delta: |
0.81 |
Theta: |
-0.04 |
Omega: |
2.79 |
Rho: |
1.61 |
Quote data
Open: |
6.53 |
High: |
6.53 |
Low: |
6.53 |
Previous Close: |
6.34 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.61% |
1 Month |
|
|
+52.21% |
3 Months |
|
|
+63.66% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.62 |
6.22 |
1M High / 1M Low: |
6.62 |
4.56 |
6M High / 6M Low: |
6.62 |
3.14 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.47 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.77 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.23 |
Avg. volume 6M: |
|
20.67 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.36% |
Volatility 6M: |
|
86.85% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |