Goldman Sachs Put 120 PGR 17.01.2.../  DE000GG68735  /

EUWAX
2024-07-09  10:03:58 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.090EUR 0.00% -
Bid Size: -
-
Ask Size: -
Progressive Corporat... 120.00 USD 2025-01-17 Put
 

Master data

WKN: GG6873
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Progressive Corporation
Type: Warrant
Option type: Put
Strike price: 120.00 USD
Maturity: 2025-01-17
Issue date: 2024-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -49.27
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.24
Parity: -8.28
Time value: 0.39
Break-even: 106.87
Moneyness: 0.57
Premium: 0.45
Premium p.a.: 1.02
Spread abs.: 0.30
Spread %: 322.58%
Delta: -0.08
Theta: -0.03
Omega: -3.73
Rho: -0.10
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.070
1M High / 1M Low: 0.130 0.070
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.083
Avg. volume 1W:   0.000
Avg. price 1M:   0.094
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -