Goldman Sachs Call 200 PGR 16.01.2026
/ DE000GG22401
Goldman Sachs Call 200 PGR 16.01..../ DE000GG22401 /
| 25/06/2024 09:35:47 |
Chg.+0.09 |
Bid13:39:44 |
Ask13:39:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.92EUR |
+2.35% |
3.94
Bid Size: 1,000 |
4.24
Ask Size: 500 |
Progressive Corporat... |
200.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
24/01/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.35 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
1.00 |
| Time value: |
3.13 |
| Break-even: |
227.66 |
| Moneyness: |
1.05 |
| Premium: |
0.16 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.20 |
| Spread %: |
5.09% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
3.23 |
| Rho: |
1.44 |
Quote data
| Open: |
3.92 |
| High: |
3.92 |
| Low: |
3.92 |
| Previous Close: |
3.83 |
| Turnover: |
203.84 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.43% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
+1.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.98 |
3.79 |
| 1M High / 1M Low: |
4.21 |
3.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.73 |
| Avg. volume 1M: |
|
2.48 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
