Goldman Sachs Call 150 PGR 17.01.2025
/ DE000GG1QN60
Goldman Sachs Call 150 PGR 17.01..../ DE000GG1QN60 /
6/20/2024 9:27:51 AM |
Chg.+0.03 |
Bid9:31:02 PM |
Ask9:31:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.31EUR |
+0.48% |
6.27 Bid Size: 2,000 |
6.37 Ask Size: 2,000 |
Progressive Corporat... |
150.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
GG1QN6 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Progressive Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
1/4/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.97 |
Intrinsic value: |
5.65 |
Implied volatility: |
0.48 |
Historic volatility: |
0.24 |
Parity: |
5.65 |
Time value: |
0.79 |
Break-even: |
203.97 |
Moneyness: |
1.41 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.20 |
Spread %: |
3.21% |
Delta: |
0.88 |
Theta: |
-0.04 |
Omega: |
2.68 |
Rho: |
0.62 |
Quote data
Open: |
6.31 |
High: |
6.31 |
Low: |
6.31 |
Previous Close: |
6.28 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.90% |
1 Month |
|
|
+3.44% |
3 Months |
|
|
+5.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.28 |
5.54 |
1M High / 1M Low: |
6.48 |
5.49 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.85 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.99 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
67.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |