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Goldman Sachs Put 160 CVX 17.01.2.../  DE000GP93D59  /

EUWAX
11/15/2024  9:24:48 AM Chg.-0.120 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.450EUR -21.05% -
Bid Size: -		 -
Ask Size: -		 Chevron Corporation 160.00 USD 1/17/2025 Put
 

Master data

WKN: GP93D5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 160.00 USD
Maturity: 1/17/2025
Issue date: 7/19/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -33.92
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.17
Parity: -0.13
Time value: 0.45
Break-even: 147.46
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 4.63%
Delta: -0.42
Theta: -0.04
Omega: -14.27
Rho: -0.12
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.62%
1 Month
  -64.84%
3 Months
  -70.00%
YTD
  -74.58%
1 Year
  -80.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.450
1M High / 1M Low: 1.300 0.450
6M High / 6M Low: 2.040 0.450
High (YTD): 1/18/2024 2.240
Low (YTD): 11/15/2024 0.450
52W High: 11/16/2023 2.280
52W Low: 11/15/2024 0.450
Avg. price 1W:   0.620
Avg. volume 1W:   0.000
Avg. price 1M:   0.988
Avg. volume 1M:   500
Avg. price 6M:   1.197
Avg. volume 6M:   169.231
Avg. price 1Y:   1.374
Avg. volume 1Y:   86.614
Volatility 1M:   189.58%
Volatility 6M:   177.87%
Volatility 1Y:   142.87%
Volatility 3Y:   -