Goldman Sachs Call 200 PGR
/ DE000GG9GYX5
Goldman Sachs Call 200 PGR/ DE000GG9GYX5 /
| 11/11/2024 10:12:31 |
Chg.- |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.91EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
200.00 - |
15/11/2024 |
Call |
Master data
| WKN: |
GG9GYX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
15/11/2024 |
| Issue date: |
13/06/2024 |
| Last trading day: |
13/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.74 |
| Intrinsic value: |
4.74 |
| Implied volatility: |
7.83 |
| Historic volatility: |
0.19 |
| Parity: |
4.74 |
| Time value: |
1.73 |
| Break-even: |
264.70 |
| Moneyness: |
1.24 |
| Premium: |
0.07 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.70 |
| Spread %: |
12.13% |
| Delta: |
0.77 |
| Theta: |
-15.57 |
| Omega: |
2.93 |
| Rho: |
0.00 |
Quote data
| Open: |
5.91 |
| High: |
5.91 |
| Low: |
5.91 |
| Previous Close: |
5.80 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.90% |
| 1 Month |
|
|
+16.80% |
| 3 Months |
|
|
+50.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.91 |
5.80 |
| 1M High / 1M Low: |
5.91 |
3.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
