Goldman Sachs Call 350 PGR 16.01.2026
/ DE000GG6GR55
Goldman Sachs Call 350 PGR 16.01..../ DE000GG6GR55 /
| 11/15/2024 9:34:39 AM |
Chg.-0.090 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-13.04% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
350.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
GG6GR5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
4/5/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
-8.78 |
| Time value: |
0.90 |
| Break-even: |
341.39 |
| Moneyness: |
0.74 |
| Premium: |
0.40 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.30 |
| Spread %: |
50.00% |
| Delta: |
0.24 |
| Theta: |
-0.03 |
| Omega: |
6.39 |
| Rho: |
0.57 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
+1.69% |
| 3 Months |
|
|
+11.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.600 |
| 1M High / 1M Low: |
0.750 |
0.350 |
| 6M High / 6M Low: |
0.890 |
0.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.682 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.522 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.501 |
| Avg. volume 6M: |
|
13.462 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.96% |
| Volatility 6M: |
|
185.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
