Goldman Sachs Call 160 CVX 16.01.2026
/ DE000GG63CM8
Goldman Sachs Call 160 CVX 16.01..../ DE000GG63CM8 /
08/07/2024 16:00:38 |
Chg.-0.16 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
1.39EUR |
-10.32% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
160.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
GG63CM |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
15/04/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.18 |
Parity: |
-0.53 |
Time value: |
1.45 |
Break-even: |
162.30 |
Moneyness: |
0.96 |
Premium: |
0.14 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.10 |
Spread %: |
7.41% |
Delta: |
0.58 |
Theta: |
-0.02 |
Omega: |
5.69 |
Rho: |
1.04 |
Quote data
Open: |
1.39 |
High: |
1.39 |
Low: |
1.39 |
Previous Close: |
1.55 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.74% |
1 Month |
|
|
-7.33% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.55 |
1.48 |
1M High / 1M Low: |
1.67 |
1.34 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.52 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.49 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.33% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |