Goldman Sachs Call 240 PGR 20.06.2025
/ DE000GJ2QTM9
Goldman Sachs Call 240 PGR 20.06..../ DE000GJ2QTM9 /
| 11/15/2024 10:21:31 AM |
Chg.-0.26 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.39EUR |
-7.12% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
240.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
GJ2QTM |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
8/23/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.52 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
1.50 |
| Time value: |
1.94 |
| Break-even: |
262.37 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.48 |
| Spread %: |
16.22% |
| Delta: |
0.67 |
| Theta: |
-0.06 |
| Omega: |
4.76 |
| Rho: |
0.76 |
Quote data
| Open: |
3.39 |
| High: |
3.39 |
| Low: |
3.39 |
| Previous Close: |
3.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.35% |
| 1 Month |
|
|
+10.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.70 |
3.39 |
| 1M High / 1M Low: |
3.70 |
2.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
