Goldman Sachs Call 250 PGR 19.07..../  DE000GG8C840  /

EUWAX
2024-06-21  10:49:10 AM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.040EUR 0.00% -
Bid Size: -
-
Ask Size: -
Progressive Corporat... 250.00 USD 2024-07-19 Call
 

Master data

WKN: GG8C84
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Progressive Corporation
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 2024-07-19
Issue date: 2024-05-21
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 83.61
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.24
Parity: -3.82
Time value: 0.23
Break-even: 236.16
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 11.73
Spread abs.: 0.20
Spread %: 588.24%
Delta: 0.15
Theta: -0.14
Omega: 12.88
Rho: 0.02
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.040
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.030
1M High / 1M Low: 0.060 0.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   533.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -