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

EUWAX
11/09/2024  09:52:09 Chg.+0.210 Bid21:28:01 Ask21:28:01 Underlying Strike price Expiration date Option type
1.060EUR +24.71% 1.070
Bid Size: 50,000		 1.080
Ask Size: 50,000		 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:   -