Goldman Sachs Call 160 PGR 16.01.2026
/ DE000GG24K55
Goldman Sachs Call 160 PGR 16.01..../ DE000GG24K55 /
| 24/06/2024 10:54:06 |
Chg.-0.15 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.34EUR |
-2.31% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
160.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
GG24K5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
25/01/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.77 |
| Intrinsic value: |
4.60 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
4.60 |
| Time value: |
1.86 |
| Break-even: |
214.30 |
| Moneyness: |
1.31 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.20 |
| Spread %: |
3.19% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
2.50 |
| Rho: |
1.52 |
Quote data
| Open: |
6.34 |
| High: |
6.34 |
| Low: |
6.34 |
| Previous Close: |
6.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.73% |
| 1 Month |
|
|
+8.01% |
| 3 Months |
|
|
+2.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.49 |
5.94 |
| 1M High / 1M Low: |
6.54 |
5.71 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
