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Goldman Sachs Call 200 PGR 17.01..../  DE000GG1QN45  /

EUWAX
2025-01-15  11:06:21 AM Chg.+0.37 Bid4:53:19 PM Ask4:53:19 PM Underlying Strike price Expiration date Option type
3.87EUR +10.57% 3.96
Bid Size: 2,000		 4.26
Ask Size: 2,000		 Progressive Corporat... 200.00 USD 2025-01-17 Call
 

Master data

WKN: GG1QN4
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Progressive Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2025-01-17
Issue date: 2024-01-04
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.70
Leverage: Yes

Calculated values

Fair value: 3.86
Intrinsic value: 3.86
Implied volatility: 2.17
Historic volatility: 0.20
Parity: 3.86
Time value: 0.22
Break-even: 234.86
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 4.67
Spread abs.: 0.20
Spread %: 5.15%
Delta: 0.89
Theta: -1.80
Omega: 5.06
Rho: 0.01
 

Quote data

Open: 3.87
High: 3.87
Low: 3.87
Previous Close: 3.50
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.29%
1 Month
  -8.94%
3 Months
  -26.00%
YTD
  -0.51%
1 Year  
+377.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.22 3.47
1M High / 1M Low: 4.95 3.47
6M High / 6M Low: 6.81 2.13
High (YTD): 2025-01-08 4.22
Low (YTD): 2025-01-13 3.47
52W High: 2024-11-29 6.81
52W Low: 2024-01-16 0.81
Avg. price 1W:   3.67
Avg. volume 1W:   0.00
Avg. price 1M:   4.07
Avg. volume 1M:   0.00
Avg. price 6M:   4.58
Avg. volume 6M:   0.00
Avg. price 1Y:   3.34
Avg. volume 1Y:   0.00
Volatility 1M:   96.52%
Volatility 6M:   124.19%
Volatility 1Y:   120.48%
Volatility 3Y:   -