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Goldman Sachs Put 150 CVX 20.09.2.../  DE000GQ8BQ41  /

EUWAX
2024-07-10  10:38:40 AM Chg.+0.040 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.380EUR +11.76% -
Bid Size: -		 -
Ask Size: -		 Chevron Corporation 150.00 USD 2024-09-20 Put
 

Master data

WKN: GQ8BQ4
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 150.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-02
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -35.37
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -0.28
Time value: 0.40
Break-even: 134.71
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 2.56%
Delta: -0.38
Theta: -0.03
Omega: -13.32
Rho: -0.11
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.74%
1 Month  
+11.76%
3 Months  
+2.70%
YTD
  -64.49%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.250
1M High / 1M Low: 0.450 0.220
6M High / 6M Low: 1.440 0.200
High (YTD): 2024-01-18 1.440
Low (YTD): 2024-05-20 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.334
Avg. volume 1M:   0.000
Avg. price 6M:   0.594
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   266.66%
Volatility 6M:   206.84%
Volatility 1Y:   -
Volatility 3Y:   -