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Goldman Sachs Put 100 CHV 20.06.2.../  DE000GP79N63  /

EUWAX
7/16/2024  10:30:26 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.070EUR - -
Bid Size: -		 -
Ask Size: -		 CHEVRON CORP. D... 100.00 - 6/20/2025 Put
 

Master data

WKN: GP79N6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 6/20/2025
Issue date: 6/30/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -62.92
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.18
Parity: -4.47
Time value: 0.23
Break-even: 97.70
Moneyness: 0.69
Premium: 0.32
Premium p.a.: 0.35
Spread abs.: 0.15
Spread %: 187.50%
Delta: -0.09
Theta: -0.01
Omega: -5.51
Rho: -0.14
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -36.36%
3 Months
  -53.33%
YTD
  -75.00%
1 Year
  -82.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.070
1M High / 1M Low: 0.110 0.070
6M High / 6M Low: 0.340 0.070
High (YTD): 1/19/2024 0.340
Low (YTD): 7/16/2024 0.070
52W High: 10/27/2023 0.470
52W Low: 7/16/2024 0.070
Avg. price 1W:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   0.145
Avg. volume 6M:   0.000
Avg. price 1Y:   0.232
Avg. volume 1Y:   0.000
Volatility 1M:   115.56%
Volatility 6M:   122.05%
Volatility 1Y:   110.10%
Volatility 3Y:   -