Goldman Sachs Call 350 PGR 16.01.2026
/ DE000GG6GR55
Goldman Sachs Call 350 PGR 16.01..../ DE000GG6GR55 /
| 11/10/2024 14:59:53 |
Chg.-0.060 |
Bid21:30:57 |
Ask21:30:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-8.33% |
0.640
Bid Size: 5,000 |
0.940
Ask Size: 300 |
Progressive Corporat... |
350.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
05/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
-8.98 |
| Time value: |
0.94 |
| Break-even: |
329.51 |
| Moneyness: |
0.72 |
| Premium: |
0.43 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.31 |
| Spread %: |
49.21% |
| Delta: |
0.24 |
| Theta: |
-0.03 |
| Omega: |
5.94 |
| Rho: |
0.59 |
Quote data
| Open: |
0.640 |
| High: |
0.660 |
| Low: |
0.640 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.71% |
| 1 Month |
|
|
+11.86% |
| 3 Months |
|
|
+106.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.590 |
| 1M High / 1M Low: |
0.890 |
0.590 |
| 6M High / 6M Low: |
0.890 |
0.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.771 |
| Avg. volume 1M: |
|
79.545 |
| Avg. price 6M: |
|
0.488 |
| Avg. volume 6M: |
|
13.566 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.14% |
| Volatility 6M: |
|
177.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
