Goldman Sachs Put 140 CVX 17.01.2025
/ DE000GQ8T9M4
Goldman Sachs Put 140 CVX 17.01.2.../ DE000GQ8T9M4 /
| 9/6/2024 10:57:51 AM |
Chg.+0.080 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+14.81% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
140.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
11/13/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
0.13 |
| Time value: |
0.69 |
| Break-even: |
118.09 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.07 |
| Spread %: |
9.33% |
| Delta: |
-0.46 |
| Theta: |
-0.03 |
| Omega: |
-7.02 |
| Rho: |
-0.24 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.16% |
| 1 Month |
|
|
-11.43% |
| 3 Months |
|
|
+72.22% |
| YTD |
|
|
-32.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.360 |
| 1M High / 1M Low: |
0.770 |
0.350 |
| 6M High / 6M Low: |
0.780 |
0.200 |
| High (YTD): |
1/18/2024 |
1.170 |
| Low (YTD): |
7/18/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.501 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.404 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.90% |
| Volatility 6M: |
|
205.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
