Goldman Sachs Call 140 CVX 16.01.2026
/ DE000GG5P7Z8
Goldman Sachs Call 140 CVX 16.01..../ DE000GG5P7Z8 /
| 15/11/2024 10:41:39 |
Chg.+0.14 |
Bid22:00:25 |
Ask22:00:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.59EUR |
+5.71% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
140.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
GG5P7Z |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
25/03/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
2.03 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.17 |
| Parity: |
2.03 |
| Time value: |
0.66 |
| Break-even: |
159.88 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.07 |
| Spread %: |
2.67% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
4.96 |
| Rho: |
1.24 |
Quote data
| Open: |
2.59 |
| High: |
2.59 |
| Low: |
2.59 |
| Previous Close: |
2.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.60% |
| 1 Month |
|
|
+47.16% |
| 3 Months |
|
|
+50.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.59 |
2.20 |
| 1M High / 1M Low: |
2.59 |
1.72 |
| 6M High / 6M Low: |
3.06 |
1.26 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.37% |
| Volatility 6M: |
|
98.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
