Goldman Sachs Put 150 CVX 18.06.2026
/ DE000GJ3HA43
Goldman Sachs Put 150 CVX 18.06.2.../ DE000GJ3HA43 /
| 9/17/2024 10:14:39 AM |
Chg.-0.07 |
Bid8:04:49 PM |
Ask8:04:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.98EUR |
-3.41% |
1.94
Bid Size: 30,000 |
1.95
Ask Size: 30,000 |
Chevron Corporation |
150.00 USD |
6/18/2026 |
Put |
Master data
| WKN: |
GJ3HA4 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
6/18/2026 |
| Issue date: |
9/9/2024 |
| Last trading day: |
6/17/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
0.71 |
| Time value: |
1.38 |
| Break-even: |
113.88 |
| Moneyness: |
1.06 |
| Premium: |
0.11 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.10 |
| Spread %: |
5.03% |
| Delta: |
-0.41 |
| Theta: |
-0.01 |
| Omega: |
-2.51 |
| Rho: |
-1.29 |
Quote data
| Open: |
1.98 |
| High: |
1.98 |
| Low: |
1.98 |
| Previous Close: |
2.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.81% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.21 |
2.05 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
