Goldman Sachs Put 220 PGR 16.08.2024
/ DE000GG681P2
Goldman Sachs Put 220 PGR 16.08.2.../ DE000GG681P2 /
| 7/10/2024 10:22:40 AM |
Chg.+0.05 |
Bid4:23:05 PM |
Ask4:23:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
+4.13% |
1.20
Bid Size: 3,000 |
1.27
Ask Size: 2,000 |
Progressive Corporat... |
220.00 USD |
8/16/2024 |
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: |
8/16/2024 |
| Issue date: |
4/17/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
0.97 |
| Time value: |
0.44 |
| Break-even: |
189.33 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.28 |
| Spread %: |
24.78% |
| Delta: |
-0.64 |
| Theta: |
-0.10 |
| Omega: |
-8.73 |
| Rho: |
-0.14 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.62% |
| 1 Month |
|
|
+5.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
1.16 |
| 1M High / 1M Low: |
1.91 |
1.16 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
