Goldman Sachs Call 200 PGR 17.01.2025
/ DE000GG1QN45
Goldman Sachs Call 200 PGR 17.01..../ DE000GG1QN45 /
| 26/09/2024 10:18:21 |
Chg.+0.29 |
Bid11:08:50 |
Ask11:08:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.79EUR |
+5.27% |
5.60
Bid Size: 1,000 |
5.90
Ask Size: 1,000 |
Progressive Corporat... |
200.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
GG1QN4 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
04/01/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.31 |
| Intrinsic value: |
5.12 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.19 |
| Parity: |
5.12 |
| Time value: |
0.58 |
| Break-even: |
236.70 |
| Moneyness: |
1.28 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.28 |
| Spread %: |
5.17% |
| Delta: |
0.88 |
| Theta: |
-0.07 |
| Omega: |
3.56 |
| Rho: |
0.45 |
Quote data
| Open: |
5.79 |
| High: |
5.79 |
| Low: |
5.79 |
| Previous Close: |
5.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+34.03% |
| 3 Months |
|
|
+149.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.83 |
5.32 |
| 1M High / 1M Low: |
5.83 |
4.32 |
| 6M High / 6M Low: |
5.83 |
1.85 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.69% |
| Volatility 6M: |
|
129.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
