Goldman Sachs Call 250 PGR 16.01.2026
/ DE000GG24CZ2
Goldman Sachs Call 250 PGR 16.01..../ DE000GG24CZ2 /
| 10/11/2024 5:21:33 PM |
Chg.-0.14 |
Bid9:59:02 PM |
Ask9:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.46EUR |
-3.89% |
3.54
Bid Size: 1,000 |
3.74
Ask Size: 300 |
Progressive Corporat... |
250.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
GG24CZ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
1/25/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.53 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
0.16 |
| Time value: |
3.59 |
| Break-even: |
266.15 |
| Moneyness: |
1.01 |
| Premium: |
0.16 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.30 |
| Spread %: |
8.70% |
| Delta: |
0.62 |
| Theta: |
-0.04 |
| Omega: |
3.83 |
| Rho: |
1.34 |
Quote data
| Open: |
3.45 |
| High: |
3.46 |
| Low: |
3.45 |
| Previous Close: |
3.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.70% |
| 1 Month |
|
|
+2.67% |
| 3 Months |
|
|
+101.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.79 |
3.15 |
| 1M High / 1M Low: |
3.97 |
3.15 |
| 6M High / 6M Low: |
3.97 |
1.45 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.37 |
| Avg. volume 6M: |
|
.94 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.63% |
| Volatility 6M: |
|
120.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
