Goldman Sachs Call 220 PGR 20.06.2025
/ DE000GG91P25
Goldman Sachs Call 220 PGR 20.06..../ DE000GG91P25 /
| 15/11/2024 09:07:23 |
Chg.-0.41 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.65EUR |
-8.10% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
220.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
GG91P2 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
04/06/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.98 |
| Intrinsic value: |
3.40 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.19 |
| Parity: |
3.40 |
| Time value: |
1.42 |
| Break-even: |
257.17 |
| Moneyness: |
1.16 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.53 |
| Spread %: |
12.35% |
| Delta: |
0.77 |
| Theta: |
-0.06 |
| Omega: |
3.89 |
| Rho: |
0.82 |
Quote data
| Open: |
4.65 |
| High: |
4.65 |
| Low: |
4.65 |
| Previous Close: |
5.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.20% |
| 1 Month |
|
|
+8.64% |
| 3 Months |
|
|
+35.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.20 |
4.65 |
| 1M High / 1M Low: |
5.20 |
3.39 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
