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: |
|
- |
