Goldman Sachs Call 200 PGR 21.06.2024
/ DE000GG79EV1
Goldman Sachs Call 200 PGR 21.06..../ DE000GG79EV1 /
| 2024-06-06 9:43:53 AM |
Chg.+0.03 |
Bid7:12:20 PM |
Ask7:12:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
+2.38% |
1.20
Bid Size: 5,000 |
1.35
Ask Size: 5,000 |
Progressive Corporat... |
200.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GG79EV |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.23 |
| Parity: |
1.16 |
| Time value: |
0.32 |
| Break-even: |
198.73 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.20 |
| Spread %: |
15.63% |
| Delta: |
0.75 |
| Theta: |
-0.21 |
| Omega: |
9.97 |
| Rho: |
0.05 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.29 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+130.36% |
| 1 Month |
|
|
+4.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
0.56 |
| 1M High / 1M Low: |
1.93 |
0.56 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
383.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
