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Goldman Sachs Put 140 CVX 17.01.2.../  DE000GQ8T9M4  /

EUWAX
01/08/2024  10:47:24 Chg.0.000 Bid12:47:54 Ask12:47:54 Underlying Strike price Expiration date Option type
0.240EUR 0.00% 0.250
Bid Size: 10,000		 0.350
Ask Size: 10,000		 Chevron Corporation 140.00 USD 17/01/2025 Put
 

Master data

WKN: GQ8T9M
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 140.00 USD
Maturity: 17/01/2025
Issue date: 13/11/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -43.10
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -1.89
Time value: 0.34
Break-even: 125.90
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 0.35
Spread abs.: 0.10
Spread %: 40.98%
Delta: -0.19
Theta: -0.02
Omega: -8.28
Rho: -0.15
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.41%
1 Month
  -20.00%
3 Months
  -22.58%
YTD
  -73.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.240
1M High / 1M Low: 0.370 0.200
6M High / 6M Low: 0.950 0.200
High (YTD): 18/01/2024 1.170
Low (YTD): 18/07/2024 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.284
Avg. volume 1W:   0.000
Avg. price 1M:   0.293
Avg. volume 1M:   0.000
Avg. price 6M:   0.445
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   207.25%
Volatility 6M:   157.18%
Volatility 1Y:   -
Volatility 3Y:   -