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Goldman Sachs Call 300 CHV 17.01..../  DE000GZ7P0W8  /

EUWAX
7/9/2024  9:53:44 AM Chg.0.000 Bid10:00:05 AM Ask10:00:05 AM Underlying Strike price Expiration date Option type
0.002EUR 0.00% 0.002
Bid Size: 10,000		 0.150
Ask Size: 10,000		 CHEVRON CORP. D... 300.00 - 1/17/2025 Call
 

Master data

WKN: GZ7P0W
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 1/17/2025
Issue date: 1/25/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 93.75
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.18
Parity: -15.75
Time value: 0.15
Break-even: 301.52
Moneyness: 0.47
Premium: 1.12
Premium p.a.: 3.16
Spread abs.: 0.15
Spread %: 7,500.00%
Delta: 0.07
Theta: -0.02
Omega: 6.28
Rho: 0.04
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.002
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+100.00%
3 Months     0.00%
YTD
  -80.00%
1 Year
  -91.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.003 0.001
6M High / 6M Low: 0.010 0.001
High (YTD): 1/15/2024 0.010
Low (YTD): 7/4/2024 0.001
52W High: 10/19/2023 0.041
52W Low: 7/4/2024 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.002
Avg. volume 6M:   0.000
Avg. price 1Y:   0.011
Avg. volume 1Y:   0.000
Volatility 1M:   690.55%
Volatility 6M:   601.53%
Volatility 1Y:   459.24%
Volatility 3Y:   -