Goldman Sachs Put 220 PGR 17.01.2025
/ DE000GG686Q9
Goldman Sachs Put 220 PGR 17.01.2.../ DE000GG686Q9 /
| 10/07/2024 10:22:57 |
Chg.+0.05 |
Bid17:49:20 |
Ask17:49:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.80EUR |
+2.86% |
1.74
Bid Size: 2,000 |
1.81
Ask Size: 2,000 |
Progressive Corporat... |
220.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
GG686Q |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
17/04/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.97 |
| Time value: |
0.97 |
| Break-even: |
184.03 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.24 |
| Spread %: |
14.12% |
| Delta: |
-0.52 |
| Theta: |
-0.03 |
| Omega: |
-5.15 |
| Rho: |
-0.62 |
Quote data
| Open: |
1.80 |
| High: |
1.80 |
| Low: |
1.80 |
| Previous Close: |
1.75 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.05% |
| 1 Month |
|
|
+3.45% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.75 |
1.73 |
| 1M High / 1M Low: |
2.31 |
1.73 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
