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Goldman Sachs Call 240 PGR 17.01..../  DE000GG65LZ6  /

EUWAX
2025-01-15  10:59:43 AM Chg.+0.210 Bid7:44:25 PM Ask7:44:25 PM Underlying Strike price Expiration date Option type
0.320EUR +190.91% 0.290
Bid Size: 10,000		 0.360
Ask Size: 3,000		 Progressive Corporat... 240.00 USD 2025-01-17 Call
 

Master data

WKN: GG65LZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Progressive Corporation
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 2025-01-17
Issue date: 2024-04-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 56.74
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.20
Parity: -0.02
Time value: 0.41
Break-even: 236.97
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 28.02
Spread abs.: 0.15
Spread %: 57.69%
Delta: 0.50
Theta: -1.06
Omega: 28.46
Rho: 0.01
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.91%
1 Month
  -63.22%
3 Months
  -84.39%
YTD
  -17.95%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.110
1M High / 1M Low: 1.340 0.110
6M High / 6M Low: 3.140 0.110
High (YTD): 2025-01-06 0.510
Low (YTD): 2025-01-14 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
Avg. price 1M:   0.558
Avg. volume 1M:   0.000
Avg. price 6M:   1.634
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   391.76%
Volatility 6M:   285.75%
Volatility 1Y:   -
Volatility 3Y:   -