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: |
|
- |
