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

EUWAX
10/07/2024  11:11:38 Chg.0.000 Bid17:34:53 Ask17:34:53 Underlying Strike price Expiration date Option type
0.090EUR 0.00% 0.090
Bid Size: 30,000		 0.100
Ask Size: 30,000		 CHEVRON CORP. D... 100.00 - 20/06/2025 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: 20/06/2025
Issue date: 30/06/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -58.94
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.18
Parity: -4.15
Time value: 0.24
Break-even: 97.60
Moneyness: 0.71
Premium: 0.31
Premium p.a.: 0.33
Spread abs.: 0.15
Spread %: 166.67%
Delta: -0.09
Theta: -0.01
Omega: -5.57
Rho: -0.15
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month     0.00%
3 Months
  -25.00%
YTD
  -67.86%
1 Year
  -76.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.080
1M High / 1M Low: 0.110 0.080
6M High / 6M Low: 0.340 0.080
High (YTD): 19/01/2024 0.340
Low (YTD): 08/07/2024 0.080
52W High: 27/10/2023 0.470
52W Low: 08/07/2024 0.080
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.093
Avg. volume 1M:   0.000
Avg. price 6M:   0.155
Avg. volume 6M:   0.000
Avg. price 1Y:   0.238
Avg. volume 1Y:   0.000
Volatility 1M:   138.98%
Volatility 6M:   121.81%
Volatility 1Y:   109.31%
Volatility 3Y:   -