Goldman Sachs Call 240 PGR 18.10.2024
/ DE000GJ0FEC9
Goldman Sachs Call 240 PGR 18.10..../ DE000GJ0FEC9 /
| 10/07/2024 10:11:30 |
Chg.-0.020 |
Bid17:11:53 |
Ask17:11:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-5.41% |
0.320
Bid Size: 10,000 |
0.390
Ask Size: 10,000 |
Progressive Corporat... |
240.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
GJ0FEC |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
09/07/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
-2.82 |
| Time value: |
0.59 |
| Break-even: |
227.78 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.20 |
| Spread %: |
51.95% |
| Delta: |
0.28 |
| Theta: |
-0.07 |
| Omega: |
9.37 |
| Rho: |
0.13 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
