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Goldman Sachs Put 120 CVX 20.06.2.../  DE000GQ0CGK5  /

EUWAX
2024-08-01  10:21:37 AM Chg.0.000 Bid4:51:01 PM Ask4:51:01 PM Underlying Strike price Expiration date Option type
0.180EUR 0.00% 0.230
Bid Size: 30,000		 0.240
Ask Size: 30,000		 Chevron Corporation 120.00 USD 2025-06-20 Put
 

Master data

WKN: GQ0CGK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 120.00 USD
Maturity: 2025-06-20
Issue date: 2023-07-28
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -44.39
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.18
Parity: -3.74
Time value: 0.33
Break-even: 107.53
Moneyness: 0.75
Premium: 0.27
Premium p.a.: 0.32
Spread abs.: 0.15
Spread %: 81.52%
Delta: -0.12
Theta: -0.01
Omega: -5.43
Rho: -0.19
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -18.18%
3 Months
  -28.00%
YTD
  -70.49%
1 Year
  -67.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.180
1M High / 1M Low: 0.250 0.160
6M High / 6M Low: 0.600 0.160
High (YTD): 2024-01-18 0.750
Low (YTD): 2024-07-18 0.160
52W High: 2023-10-27 0.920
52W Low: 2024-07-18 0.160
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.210
Avg. volume 1M:   0.000
Avg. price 6M:   0.308
Avg. volume 6M:   0.000
Avg. price 1Y:   0.474
Avg. volume 1Y:   0.000
Volatility 1M:   152.13%
Volatility 6M:   117.52%
Volatility 1Y:   103.91%
Volatility 3Y:   -