Goldman Sachs Put 160 CVX 16.01.2026
/ DE000GG9MTT1
Goldman Sachs Put 160 CVX 16.01.2.../ DE000GG9MTT1 /
8/14/2024 9:35:56 AM |
Chg.-0.02 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.25EUR |
-0.88% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
160.00 USD |
1/16/2026 |
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: |
1/16/2026 |
Issue date: |
6/17/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.56 |
Intrinsic value: |
1.44 |
Implied volatility: |
0.32 |
Historic volatility: |
0.18 |
Parity: |
1.44 |
Time value: |
0.95 |
Break-even: |
121.61 |
Moneyness: |
1.11 |
Premium: |
0.07 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.10 |
Spread %: |
4.37% |
Delta: |
-0.48 |
Theta: |
-0.01 |
Omega: |
-2.63 |
Rho: |
-1.24 |
Quote data
Open: |
2.25 |
High: |
2.25 |
Low: |
2.25 |
Previous Close: |
2.27 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.02% |
1 Month |
|
|
+39.75% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.42 |
2.19 |
1M High / 1M Low: |
2.42 |
1.34 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.28 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.82 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |