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Goldman Sachs Put 150 CHV 20.06.2.../  DE000GP79N06  /

EUWAX
7/31/2024  11:12:29 AM Chg.-0.130 Bid7:59:30 PM Ask7:59:30 PM Underlying Strike price Expiration date Option type
0.770EUR -14.44% 0.760
Bid Size: 30,000		 0.810
Ask Size: 30,000		 CHEVRON CORP. D... 150.00 - 6/20/2025 Put
 

Master data

WKN: GP79N0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 6/20/2025
Issue date: 6/30/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -16.21
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.25
Implied volatility: 0.19
Historic volatility: 0.18
Parity: 0.25
Time value: 0.66
Break-even: 140.90
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.10
Spread %: 12.35%
Delta: -0.43
Theta: -0.01
Omega: -6.98
Rho: -0.64
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.900
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.95%
1 Month
  -10.47%
3 Months
  -6.10%
YTD
  -50.64%
1 Year
  -40.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.830
1M High / 1M Low: 1.000 0.690
6M High / 6M Low: 1.620 0.690
High (YTD): 1/18/2024 1.900
Low (YTD): 7/18/2024 0.690
52W High: 10/27/2023 2.050
52W Low: 7/18/2024 0.690
Avg. price 1W:   0.898
Avg. volume 1W:   0.000
Avg. price 1M:   0.875
Avg. volume 1M:   0.000
Avg. price 6M:   1.027
Avg. volume 6M:   0.000
Avg. price 1Y:   1.286
Avg. volume 1Y:   0.000
Volatility 1M:   140.25%
Volatility 6M:   103.81%
Volatility 1Y:   91.41%
Volatility 3Y:   -