Goldman Sachs Put 160 CVX 16.01.2026
/ DE000GG9MTT1
Goldman Sachs Put 160 CVX 16.01.2.../ DE000GG9MTT1 /
| 18/10/2024 11:06:29 |
Chg.-0.11 |
Bid15:10:31 |
Ask15:10:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.82EUR |
-5.70% |
1.85
Bid Size: 10,000 |
1.95
Ask Size: 10,000 |
Chevron Corporation |
160.00 USD |
16/01/2026 |
Put |
Master data
| WKN: |
GG9MTT |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
17/06/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
0.81 |
| Time value: |
1.14 |
| Break-even: |
128.25 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.10 |
| Spread %: |
5.41% |
| Delta: |
-0.46 |
| Theta: |
-0.01 |
| Omega: |
-3.26 |
| Rho: |
-1.04 |
Quote data
| Open: |
1.82 |
| High: |
1.82 |
| Low: |
1.82 |
| Previous Close: |
1.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.11% |
| 1 Month |
|
|
-18.75% |
| 3 Months |
|
|
+35.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.97 |
1.80 |
| 1M High / 1M Low: |
2.25 |
1.80 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
