Goldman Sachs Put 250 PGR 16.01.2026
/ DE000GG687Q7
Goldman Sachs Put 250 PGR 16.01.2.../ DE000GG687Q7 /
| 02/08/2024 11:29:24 |
Chg.-0.18 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.99EUR |
-4.32% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
250.00 USD |
16/01/2026 |
Put |
Master data
| WKN: |
GG687Q |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
17/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.06 |
| Intrinsic value: |
3.03 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
3.03 |
| Time value: |
1.23 |
| Break-even: |
186.53 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.20 |
| Spread %: |
4.93% |
| Delta: |
-0.51 |
| Theta: |
-0.02 |
| Omega: |
-2.39 |
| Rho: |
-2.10 |
Quote data
| Open: |
3.99 |
| High: |
3.99 |
| Low: |
3.99 |
| Previous Close: |
4.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.68% |
| 1 Month |
|
|
-6.99% |
| 3 Months |
|
|
-8.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.17 |
3.92 |
| 1M High / 1M Low: |
4.35 |
3.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
