Goldman Sachs Call 300 PGR 16.01.2026
/ DE000GG28VM1
Goldman Sachs Call 300 PGR 16.01..../ DE000GG28VM1 /
| 7/9/2024 11:20:39 AM |
Chg.-0.060 |
Bid7/9/2024 |
Ask7/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-7.14% |
0.780
Bid Size: 5,000 |
1.080
Ask Size: 500 |
Progressive Corporat... |
300.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
GG28VM |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
1/29/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-8.34 |
| Time value: |
1.06 |
| Break-even: |
287.59 |
| Moneyness: |
0.70 |
| Premium: |
0.49 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.30 |
| Spread %: |
39.47% |
| Delta: |
0.28 |
| Theta: |
-0.03 |
| Omega: |
5.06 |
| Rho: |
0.66 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.50% |
| 1 Month |
|
|
-8.24% |
| 3 Months |
|
|
-28.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.800 |
| 1M High / 1M Low: |
0.870 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.838 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.809 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
