Goldman Sachs Call 220 PGR 17.05.2024
/ DE000GG2E4N7
Goldman Sachs Call 220 PGR 17.05..../ DE000GG2E4N7 /
| 5/13/2024 10:44:07 AM |
Chg.+0.080 |
Bid3:30:00 PM |
Ask3:30:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+53.33% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
220.00 USD |
5/17/2024 |
Call |
Master data
| WKN: |
GG2E4N |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
5/17/2024 |
| Issue date: |
1/12/2024 |
| Last trading day: |
5/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
58.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.24 |
| Parity: |
-0.39 |
| Time value: |
0.34 |
| Break-even: |
207.67 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
25.63 |
| Spread abs.: |
0.20 |
| Spread %: |
142.86% |
| Delta: |
0.39 |
| Theta: |
-0.62 |
| Omega: |
23.19 |
| Rho: |
0.01 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+155.56% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+130.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.090 |
| 1M High / 1M Low: |
0.410 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.208 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
851.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
