Goldman Sachs Call 150 PGR 16.01.2026
/ DE000GG26RY8
Goldman Sachs Call 150 PGR 16.01..../ DE000GG26RY8 /
| 2024-05-27 10:22:46 AM |
Chg.-0.02 |
Bid8:00:12 PM |
Ask8:00:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.55EUR |
-0.30% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
150.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
GG26RY |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.05 |
| Intrinsic value: |
4.97 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
4.97 |
| Time value: |
1.52 |
| Break-even: |
203.19 |
| Moneyness: |
1.36 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
2.50 |
| Rho: |
1.59 |
Quote data
| Open: |
6.55 |
| High: |
6.55 |
| Low: |
6.55 |
| Previous Close: |
6.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.39% |
| 1 Month |
|
|
-10.52% |
| 3 Months |
|
|
+12.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.15 |
6.57 |
| 1M High / 1M Low: |
7.86 |
6.57 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
