Goldman Sachs Put 180 CHV 17.01.2025
/ DE000GP27RS9
Goldman Sachs Put 180 CHV 17.01.2.../ DE000GP27RS9 /
| 6/28/2024 9:45:32 AM |
Chg.-0.06 |
Bid6:50:55 PM |
Ask6:50:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.28EUR |
-2.56% |
2.23
Bid Size: 30,000 |
2.24
Ask Size: 30,000 |
CHEVRON CORP. D... |
180.00 - |
1/17/2025 |
Put |
Master data
| WKN: |
GP27RS |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/5/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.40 |
| Intrinsic value: |
3.40 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
3.40 |
| Time value: |
-1.04 |
| Break-even: |
156.40 |
| Moneyness: |
1.23 |
| Premium: |
-0.07 |
| Premium p.a.: |
-0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.85% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.28 |
| High: |
2.28 |
| Low: |
2.28 |
| Previous Close: |
2.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.72% |
| 1 Month |
|
|
+7.04% |
| 3 Months |
|
|
-6.94% |
| YTD |
|
|
-24.00% |
| 1 Year |
|
|
-21.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.39 |
2.09 |
| 1M High / 1M Low: |
2.64 |
1.89 |
| 6M High / 6M Low: |
3.71 |
1.75 |
| High (YTD): |
1/18/2024 |
3.71 |
| Low (YTD): |
5/13/2024 |
1.75 |
| 52W High: |
11/9/2023 |
3.82 |
| 52W Low: |
5/13/2024 |
1.75 |
| Avg. price 1W: |
|
2.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.67 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
115.07% |
| Volatility 6M: |
|
86.86% |
| Volatility 1Y: |
|
81.42% |
| Volatility 3Y: |
|
- |
