Goldman Sachs Put 150 CVX 20.09.2024
/ DE000GQ8BQ41
Goldman Sachs Put 150 CVX 20.09.2.../ DE000GQ8BQ41 /
| 8/5/2024 9:23:35 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
150.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/2/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
0.13 |
| Time value: |
0.48 |
| Break-even: |
131.38 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
-0.50 |
| Theta: |
-0.05 |
| Omega: |
-11.13 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+150.00% |
| 1 Month |
|
|
+140.00% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
-43.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.160 |
| 1M High / 1M Low: |
0.600 |
0.140 |
| 6M High / 6M Low: |
0.930 |
0.140 |
| High (YTD): |
1/18/2024 |
1.440 |
| Low (YTD): |
7/19/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.274 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.452 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
676.12% |
| Volatility 6M: |
|
333.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
