Goldman Sachs Put 220 PGR 16.08.2024
/ DE000GG681P2
Goldman Sachs Put 220 PGR 16.08.2.../ DE000GG681P2 /
| 02/08/2024 11:29:07 |
Chg.- |
Bid15:26:56 |
Ask15:26:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
220.00 USD |
16/08/2024 |
Put |
Master data
| WKN: |
GG681P |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.20 |
| Parity: |
0.28 |
| Time value: |
0.44 |
| Break-even: |
194.43 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.18 |
| Spread %: |
33.33% |
| Delta: |
-0.56 |
| Theta: |
-0.25 |
| Omega: |
-15.35 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.39% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-58.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.590 |
| 1M High / 1M Low: |
1.300 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.682 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.820 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
427.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
