Goldman Sachs Call 175 CVX 20.03.2026
/ DE000GG6C9E3
Goldman Sachs Call 175 CVX 20.03..../ DE000GG6C9E3 /
| 11/15/2024 9:11:33 AM |
Chg.+0.090 |
Bid9:29:52 AM |
Ask9:29:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+10.47% |
0.960
Bid Size: 10,000 |
1.160
Ask Size: 10,000 |
Chevron Corporation |
175.00 USD |
3/20/2026 |
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: |
3/20/2026 |
| Issue date: |
4/4/2024 |
| Last trading day: |
3/19/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
-1.25 |
| Time value: |
1.01 |
| Break-even: |
176.30 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
2.02% |
| Delta: |
0.47 |
| Theta: |
-0.02 |
| Omega: |
7.14 |
| Rho: |
0.83 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.75% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
+72.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.770 |
| 1M High / 1M Low: |
0.860 |
0.570 |
| 6M High / 6M Low: |
1.440 |
0.380 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.814 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.675 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.804 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.93% |
| Volatility 6M: |
|
133.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
