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: |
|
- |
