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Goldman Sachs Put 200 CHV 17.01.2.../  DE000GZ7NZT7  /

EUWAX
05/08/2024  09:02:34 Chg.+0.57 Bid14:27:44 Ask14:27:44 Underlying Strike price Expiration date Option type
4.94EUR +13.04% 5.08
Bid Size: 10,000		 5.18
Ask Size: 10,000		 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: -2.75
Leverage: Yes

Calculated values

Fair value: 6.39
Intrinsic value: 6.39
Implied volatility: -
Historic volatility: 0.18
Parity: 6.39
Time value: -1.44
Break-even: 150.50
Moneyness: 1.47
Premium: -0.11
Premium p.a.: -0.22
Spread abs.: 0.10
Spread %: 2.06%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 4.94
High: 4.94
Low: 4.94
Previous Close: 4.37
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.34%
1 Month  
+25.70%
3 Months  
+30.34%
YTD  
+8.10%
1 Year  
+28.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.37 3.77
1M High / 1M Low: 4.37 3.50
6M High / 6M Low: 4.74 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:   3.99
Avg. volume 1W:   0.00
Avg. price 1M:   4.03
Avg. volume 1M:   0.00
Avg. price 6M:   4.02
Avg. volume 6M:   0.00
Avg. price 1Y:   4.22
Avg. volume 1Y:   0.00
Volatility 1M:   99.92%
Volatility 6M:   69.93%
Volatility 1Y:   65.66%
Volatility 3Y:   -