Goldman Sachs Call 200 PGR 16.01.2026
/ DE000GG22401
Goldman Sachs Call 200 PGR 16.01..../ DE000GG22401 /
| 2024-05-27 10:13:07 AM |
Chg.-0.02 |
Bid12:08:13 PM |
Ask12:08:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.41EUR |
-0.58% |
3.42
Bid Size: 1,000 |
-
Ask Size: - |
Progressive Corporat... |
200.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
GG2240 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.97 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
0.36 |
| Time value: |
3.02 |
| Break-even: |
218.19 |
| Moneyness: |
1.02 |
| Premium: |
0.16 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.66 |
| Theta: |
-0.03 |
| Omega: |
3.66 |
| Rho: |
1.48 |
Quote data
| Open: |
3.41 |
| High: |
3.41 |
| Low: |
3.41 |
| Previous Close: |
3.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.67% |
| 1 Month |
|
|
-16.63% |
| 3 Months |
|
|
+14.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.95 |
3.43 |
| 1M High / 1M Low: |
4.53 |
3.43 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
