Goldman Sachs Call 200 PGR 18.10.2024
/ DE000GG9GZH5
Goldman Sachs Call 200 PGR 18.10..../ DE000GG9GZH5 /
| 2024-10-16 11:30:03 AM |
Chg.-0.19 |
Bid2:30:40 PM |
Ask2:30:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.74EUR |
-3.85% |
4.74
Bid Size: 1,000 |
5.44
Ask Size: 300 |
Progressive Corporat... |
200.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
GG9GZH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-06-13 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.74 |
| Intrinsic value: |
4.74 |
| Implied volatility: |
3.88 |
| Historic volatility: |
0.18 |
| Parity: |
4.74 |
| Time value: |
0.71 |
| Break-even: |
238.27 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.70 |
| Spread %: |
14.74% |
| Delta: |
0.83 |
| Theta: |
-4.25 |
| Omega: |
3.51 |
| Rho: |
0.01 |
Quote data
| Open: |
4.74 |
| High: |
4.74 |
| Low: |
4.74 |
| Previous Close: |
4.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.49% |
| 1 Month |
|
|
-6.69% |
| 3 Months |
|
|
+103.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.98 |
4.58 |
| 1M High / 1M Low: |
5.54 |
4.33 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
