Goldman Sachs Call 175 CVX 20.03.2026
/ DE000GG6C9E3
Goldman Sachs Call 175 CVX 20.03..../ DE000GG6C9E3 /
| 18/10/2024 09:33:55 |
Chg.+0.060 |
Bid16:29:41 |
Ask16:29:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+10.34% |
0.600
Bid Size: 30,000 |
0.610
Ask Size: 30,000 |
Chevron Corporation |
175.00 USD |
20/03/2026 |
Call |
Master data
| WKN: |
GG6C9E |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 USD |
| Maturity: |
20/03/2026 |
| Issue date: |
04/04/2024 |
| Last trading day: |
19/03/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.19 |
| Parity: |
-2.20 |
| Time value: |
0.72 |
| Break-even: |
168.80 |
| Moneyness: |
0.86 |
| Premium: |
0.21 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.10 |
| Spread %: |
16.13% |
| Delta: |
0.37 |
| Theta: |
-0.02 |
| Omega: |
7.20 |
| Rho: |
0.63 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.54% |
| 1 Month |
|
|
+39.13% |
| 3 Months |
|
|
-46.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.570 |
| 1M High / 1M Low: |
0.710 |
0.420 |
| 6M High / 6M Low: |
1.660 |
0.380 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.572 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.911 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.07% |
| Volatility 6M: |
|
127.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
