Goldman Sachs Put 220 PGR 16.08.2024
/ DE000GG681P2
Goldman Sachs Put 220 PGR 16.08.2.../ DE000GG681P2 /
| 25/06/2024 10:49:21 |
Chg.-0.11 |
Bid17:10:47 |
Ask17:10:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
-8.33% |
1.26
Bid Size: 3,000 |
1.33
Ask Size: 2,000 |
Progressive Corporat... |
220.00 USD |
16/08/2024 |
Put |
Master data
| WKN: |
GG681P |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.87 |
| Time value: |
0.48 |
| Break-even: |
191.49 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.15 |
| Spread %: |
12.50% |
| Delta: |
-0.61 |
| Theta: |
-0.07 |
| Omega: |
-8.84 |
| Rho: |
-0.19 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.97% |
| 1 Month |
|
|
-29.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.27 |
| 1M High / 1M Low: |
1.91 |
1.13 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
