Goldman Sachs Call 210 PGR 20.09.2024
/ DE000GJ1ERF5
Goldman Sachs Call 210 PGR 20.09..../ DE000GJ1ERF5 /
9/10/2024 10:29:24 AM |
Chg.+0.19 |
Bid9:30:22 PM |
Ask9:30:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.93EUR |
+5.08% |
3.70 Bid Size: 1,000 |
4.00 Ask Size: 300 |
Progressive Corporat... |
210.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
GJ1ERF |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Progressive Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
210.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
7/29/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.76 |
Intrinsic value: |
3.74 |
Implied volatility: |
1.20 |
Historic volatility: |
0.19 |
Parity: |
3.74 |
Time value: |
0.43 |
Break-even: |
232.00 |
Moneyness: |
1.20 |
Premium: |
0.02 |
Premium p.a.: |
0.97 |
Spread abs.: |
0.66 |
Spread %: |
18.80% |
Delta: |
0.84 |
Theta: |
-0.56 |
Omega: |
4.60 |
Rho: |
0.04 |
Quote data
Open: |
3.93 |
High: |
3.93 |
Low: |
3.93 |
Previous Close: |
3.74 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.51% |
1 Month |
|
|
+172.92% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.01 |
3.62 |
1M High / 1M Low: |
4.01 |
1.65 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.86 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.06 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
228.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |