Goldman Sachs Call 200 PGR 19.07.2024
/ DE000GG8GJ46
Goldman Sachs Call 200 PGR 19.07..../ DE000GG8GJ46 /
| 2024-07-09 10:47:16 AM |
Chg.0.00 |
Bid11:55:40 AM |
Ask11:55:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
0.00% |
1.22
Bid Size: 3,000 |
1.52
Ask Size: 1,000 |
Progressive Corporat... |
200.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
GG8GJ4 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-24 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.24 |
| Parity: |
0.90 |
| Time value: |
0.55 |
| Break-even: |
199.16 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
1.80 |
| Spread abs.: |
0.30 |
| Spread %: |
26.09% |
| Delta: |
0.68 |
| Theta: |
-0.44 |
| Omega: |
9.03 |
| Rho: |
0.03 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.09% |
| 1 Month |
|
|
-23.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
1.15 |
| 1M High / 1M Low: |
1.51 |
0.85 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
