Goldman Sachs Put 250 PGR 21.02.2025
/ DE000GJ3SJU7
Goldman Sachs Put 250 PGR 21.02.2.../ DE000GJ3SJU7 /
| 2025-01-15 12:23:48 PM |
Chg.-0.21 |
Bid7:33:44 PM |
Ask7:33:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
-13.04% |
1.25
Bid Size: 10,000 |
1.30
Ask Size: 10,000 |
Progressive Corporat... |
250.00 USD |
2025-02-21 |
Put |
Master data
| WKN: |
GJ3SJU |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
2025-02-21 |
| Issue date: |
2024-09-13 |
| Last trading day: |
2025-02-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
0.99 |
| Time value: |
0.49 |
| Break-even: |
227.77 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.10 |
| Spread %: |
7.25% |
| Delta: |
-0.63 |
| Theta: |
-0.11 |
| Omega: |
-9.94 |
| Rho: |
-0.16 |
Quote data
| Open: |
1.31 |
| High: |
1.40 |
| Low: |
1.31 |
| Previous Close: |
1.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.04% |
| 1 Month |
|
|
-13.58% |
| 3 Months |
|
|
+23.89% |
| YTD |
|
|
-16.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.80 |
1.49 |
| 1M High / 1M Low: |
1.88 |
1.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-13 |
1.80 |
| Low (YTD): |
2025-01-06 |
1.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
