Goldman Sachs Call 250 PGR 17.01.2025
/ DE000GG1QYJ0
Goldman Sachs Call 250 PGR 17.01..../ DE000GG1QYJ0 /
| 06/09/2024 09:29:09 |
Chg.- |
Bid08:48:52 |
Ask08:48:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
250.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
GG1QYJ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
04/01/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
-0.12 |
| Time value: |
1.95 |
| Break-even: |
245.00 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.30 |
| Spread %: |
18.18% |
| Delta: |
0.56 |
| Theta: |
-0.08 |
| Omega: |
6.39 |
| Rho: |
0.37 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.86% |
| 1 Month |
|
|
+154.84% |
| 3 Months |
|
|
+135.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.58 |
| 1M High / 1M Low: |
1.88 |
0.62 |
| 6M High / 6M Low: |
1.88 |
0.35 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.47% |
| Volatility 6M: |
|
219.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
