Goldman Sachs Put 150 CVX 20.09.2024
/ DE000GQ8BQ41
Goldman Sachs Put 150 CVX 20.09.2.../ DE000GQ8BQ41 /
11/09/2024 09:52:09 |
Chg.+0.210 |
Bid17:26:55 |
Ask17:26:55 |
Underlying |
Strike price |
Expiration date |
Option type |
1.060EUR |
+24.71% |
1.220 Bid Size: 20,000 |
1.270 Ask Size: 20,000 |
Chevron Corporation |
150.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
02/11/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-10.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.07 |
Intrinsic value: |
1.07 |
Implied volatility: |
0.55 |
Historic volatility: |
0.18 |
Parity: |
1.07 |
Time value: |
0.09 |
Break-even: |
124.51 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.10 |
Spread %: |
9.43% |
Delta: |
-0.82 |
Theta: |
-0.15 |
Omega: |
-8.82 |
Rho: |
-0.03 |
Quote data
Open: |
1.060 |
High: |
1.060 |
Low: |
1.060 |
Previous Close: |
0.850 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+120.83% |
1 Month |
|
|
+41.33% |
3 Months |
|
|
+241.94% |
YTD |
|
|
-0.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.960 |
0.480 |
1M High / 1M Low: |
0.960 |
0.260 |
6M High / 6M Low: |
0.960 |
0.140 |
High (YTD): |
18/01/2024 |
1.440 |
Low (YTD): |
19/07/2024 |
0.140 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.750 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.519 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.410 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
402.89% |
Volatility 6M: |
|
367.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |