Goldman Sachs Call 205 PGR 21.06.2024
/ DE000GG7AAT0
Goldman Sachs Call 205 PGR 21.06..../ DE000GG7AAT0 /
| 06/06/2024 10:56:08 |
Chg.+0.010 |
Bid21:10:01 |
Ask21:10:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+1.15% |
0.880
Bid Size: 5,000 |
0.980
Ask Size: 5,000 |
Progressive Corporat... |
205.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
GG7AAT |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
23/04/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.23 |
| Parity: |
0.70 |
| Time value: |
0.37 |
| Break-even: |
199.22 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.20 |
| Spread %: |
22.99% |
| Delta: |
0.69 |
| Theta: |
-0.21 |
| Omega: |
12.60 |
| Rho: |
0.05 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+166.67% |
| 1 Month |
|
|
-9.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.330 |
| 1M High / 1M Low: |
1.460 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.846 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
437.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
