Goldman Sachs Call 250 PGR 16.01.2026
/ DE000GG24CZ2
Goldman Sachs Call 250 PGR 16.01..../ DE000GG24CZ2 /
| 11/15/2024 10:48:22 AM |
Chg.-0.40 |
Bid9:44:46 PM |
Ask9:44:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.66EUR |
-9.85% |
3.62
Bid Size: 1,000 |
3.72
Ask Size: 1,000 |
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: |
6.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.81 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
0.71 |
| Time value: |
3.20 |
| Break-even: |
276.52 |
| Moneyness: |
1.03 |
| Premium: |
0.13 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.29 |
| Spread %: |
8.01% |
| Delta: |
0.64 |
| Theta: |
-0.04 |
| Omega: |
4.02 |
| Rho: |
1.38 |
Quote data
| Open: |
3.66 |
| High: |
3.66 |
| Low: |
3.66 |
| Previous Close: |
4.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.73% |
| 1 Month |
|
|
+5.78% |
| 3 Months |
|
|
+28.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.14 |
4.01 |
| 1M High / 1M Low: |
4.14 |
2.66 |
| 6M High / 6M Low: |
4.14 |
1.45 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.61 |
| Avg. volume 6M: |
|
.94 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.04% |
| Volatility 6M: |
|
124.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
