Goldman Sachs Call 250 PGR 18.10.2024
/ DE000GQ9K4D2
Goldman Sachs Call 250 PGR 18.10..../ DE000GQ9K4D2 /
| 2024-09-26 10:11:48 AM |
Chg.- |
Bid10:20:09 AM |
Ask10:20:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
- |
0.84
Bid Size: 5,000 |
1.14
Ask Size: 1,000 |
Progressive Corporat... |
250.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
GQ9K4D |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-06-25 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.19 |
| Parity: |
0.21 |
| Time value: |
0.78 |
| Break-even: |
233.58 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.20 |
| Spread %: |
25.32% |
| Delta: |
0.57 |
| Theta: |
-0.21 |
| Omega: |
12.92 |
| Rho: |
0.07 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.29 |
| Previous Close: |
1.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.47% |
| 1 Month |
|
|
+126.32% |
| 3 Months |
|
|
+514.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.37 |
1.02 |
| 1M High / 1M Low: |
1.38 |
0.57 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
