Goldman Sachs Call 160 CVX 20.03.2026
/ DE000GG9NMS6
Goldman Sachs Call 160 CVX 20.03..../ DE000GG9NMS6 /
| 15/08/2024 11:23:52 |
Chg.+0.010 |
Bid17:50:54 |
Ask17:50:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+1.11% |
0.980
Bid Size: 30,000 |
0.990
Ask Size: 30,000 |
Chevron Corporation |
160.00 USD |
20/03/2026 |
Call |
Master data
| WKN: |
GG9NMS |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
20/03/2026 |
| Issue date: |
17/06/2024 |
| Last trading day: |
19/03/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
-1.39 |
| Time value: |
0.96 |
| Break-even: |
154.90 |
| Moneyness: |
0.90 |
| Premium: |
0.18 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.10 |
| Spread %: |
11.63% |
| Delta: |
0.47 |
| Theta: |
-0.02 |
| Omega: |
6.45 |
| Rho: |
0.83 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.60% |
| 1 Month |
|
|
-38.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.870 |
| 1M High / 1M Low: |
1.820 |
0.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.932 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.347 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
