Goldman Sachs Call 250 PGR 16.01.2026
/ DE000GG24CZ2
Goldman Sachs Call 250 PGR 16.01..../ DE000GG24CZ2 /
| 09/07/2024 11:18:58 |
Chg.-0.11 |
Bid19:55:38 |
Ask19:55:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.76EUR |
-5.88% |
1.82
Bid Size: 2,000 |
1.92
Ask Size: 1,000 |
Progressive Corporat... |
250.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
25/01/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-3.72 |
| Time value: |
2.04 |
| Break-even: |
251.23 |
| Moneyness: |
0.84 |
| Premium: |
0.30 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.30 |
| Spread %: |
17.24% |
| Delta: |
0.45 |
| Theta: |
-0.03 |
| Omega: |
4.28 |
| Rho: |
1.02 |
Quote data
| Open: |
1.76 |
| High: |
1.76 |
| Low: |
1.76 |
| Previous Close: |
1.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-6.88% |
| 3 Months |
|
|
-19.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.87 |
1.76 |
| 1M High / 1M Low: |
1.90 |
1.48 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
