Goldman Sachs Call 120 CVX 16.01.2026
/ DE000GG24LZ3
Goldman Sachs Call 120 CVX 16.01..../ DE000GG24LZ3 /
| 17/09/2024 11:17:21 |
Chg.+0.09 |
Bid16:38:39 |
Ask16:38:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.51EUR |
+3.72% |
2.61
Bid Size: 30,000 |
2.62
Ask Size: 30,000 |
Chevron Corporation |
120.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
GG24LZ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
25/01/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
1.98 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.18 |
| Parity: |
1.98 |
| Time value: |
0.61 |
| Break-even: |
133.72 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.10 |
| Spread %: |
4.02% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
4.41 |
| Rho: |
1.18 |
Quote data
| Open: |
2.51 |
| High: |
2.51 |
| Low: |
2.51 |
| Previous Close: |
2.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.56% |
| 1 Month |
|
|
-12.54% |
| 3 Months |
|
|
-29.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.42 |
2.23 |
| 1M High / 1M Low: |
3.00 |
2.23 |
| 6M High / 6M Low: |
4.69 |
2.23 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.32 |
| Avg. volume 1W: |
|
160 |
| Avg. price 1M: |
|
2.70 |
| Avg. volume 1M: |
|
38.10 |
| Avg. price 6M: |
|
3.70 |
| Avg. volume 6M: |
|
6.35 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.94% |
| Volatility 6M: |
|
66.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
