Goldman Sachs Put 200 CHV 17.01.2025
/ DE000GZ7NZT7
Goldman Sachs Put 200 CHV 17.01.2.../ DE000GZ7NZT7 /
7/10/2024 10:15:35 AM |
Chg.+0.10 |
Bid9:22:46 PM |
Ask9:22:46 PM |
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 - |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
1/25/2023 |
Last trading day: |
1/16/2025 |
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): |
1/18/2024 |
5.45 |
Low (YTD): |
5/13/2024 |
3.29 |
52W High: |
11/9/2023 |
5.57 |
52W Low: |
9/27/2023 |
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: |
|
- |