Goldman Sachs Put 200 PGR 17.01.2025
/ DE000GG68AT6
Goldman Sachs Put 200 PGR 17.01.2.../ DE000GG68AT6 /
| 6/24/2024 9:50:33 AM |
Chg.+0.02 |
Bid7:50:38 PM |
Ask7:50:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
+2.00% |
0.95
Bid Size: 5,000 |
1.02
Ask Size: 2,000 |
Progressive Corporat... |
200.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
GG68AT |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
4/17/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-0.86 |
| Time value: |
1.16 |
| Break-even: |
175.53 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.15 |
| Spread %: |
14.85% |
| Delta: |
-0.34 |
| Theta: |
-0.03 |
| Omega: |
-5.80 |
| Rho: |
-0.45 |
Quote data
| Open: |
1.02 |
| High: |
1.02 |
| Low: |
1.02 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.39% |
| 1 Month |
|
|
-8.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
0.98 |
| 1M High / 1M Low: |
1.29 |
0.89 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
