Goldman Sachs Put 200 CHV 17.01.2025
/ DE000GZ7NZT7
Goldman Sachs Put 200 CHV 17.01.2.../ DE000GZ7NZT7 /
| 10/07/2024 10:15:35 |
Chg.+0.10 |
Bid20:56:27 |
Ask20:56:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.37EUR |
+2.34% |
4.28
Bid Size: 30,000 |
4.29
Ask Size: 30,000 |
CHEVRON CORP. D... |
200.00 - |
17/01/2025 |
Put |
Master data
| WKN: |
GZ7NZT |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
25/01/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.85 |
| Intrinsic value: |
5.85 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
5.85 |
| Time value: |
-1.44 |
| Break-even: |
155.90 |
| Moneyness: |
1.41 |
| Premium: |
-0.10 |
| Premium p.a.: |
-0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
0.46% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.37 |
| High: |
4.37 |
| Low: |
4.37 |
| Previous Close: |
4.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.71% |
| 1 Month |
|
|
+7.64% |
| 3 Months |
|
|
+22.75% |
| YTD |
|
|
-4.38% |
| 1 Year |
|
|
+2.10% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.27 |
3.93 |
| 1M High / 1M Low: |
4.44 |
3.82 |
| 6M High / 6M Low: |
5.45 |
3.29 |
| High (YTD): |
18/01/2024 |
5.45 |
| Low (YTD): |
13/05/2024 |
3.29 |
| 52W High: |
09/11/2023 |
5.57 |
| 52W Low: |
27/09/2023 |
3.23 |
| Avg. price 1W: |
|
4.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.21 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
61.58% |
| Volatility 6M: |
|
61.50% |
| Volatility 1Y: |
|
62.84% |
| Volatility 3Y: |
|
- |
