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Goldman Sachs Put 200 CVX 20.06.2.../  DE000GQ4JHE3  /

EUWAX
17/09/2024  09:37:35 Chg.-0.10 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
5.19EUR -1.89% -
Bid Size: -		 -
Ask Size: -		 Chevron Corporation 200.00 USD 20/06/2025 Put
 

Master data

WKN: GQ4JHE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 200.00 USD
Maturity: 20/06/2025
Issue date: 08/09/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.40
Leverage: Yes

Calculated values

Fair value: 5.20
Intrinsic value: 5.20
Implied volatility: 0.42
Historic volatility: 0.18
Parity: 5.20
Time value: 0.13
Break-even: 126.41
Moneyness: 1.41
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.10
Spread %: 1.91%
Delta: -0.75
Theta: -0.01
Omega: -1.80
Rho: -1.13
 

Quote data

Open: 5.19
High: 5.19
Low: 5.19
Previous Close: 5.29
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.07%
1 Month  
+4.64%
3 Months  
+17.42%
YTD  
+11.85%
1 Year  
+46.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.59 5.29
1M High / 1M Low: 5.59 4.59
6M High / 6M Low: 5.59 3.38
High (YTD): 11/09/2024 5.59
Low (YTD): 13/05/2024 3.38
52W High: 11/09/2024 5.59
52W Low: 13/05/2024 3.38
Avg. price 1W:   5.46
Avg. volume 1W:   0.00
Avg. price 1M:   5.03
Avg. volume 1M:   0.00
Avg. price 6M:   4.22
Avg. volume 6M:   0.00
Avg. price 1Y:   4.43
Avg. volume 1Y:   0.00
Volatility 1M:   43.68%
Volatility 6M:   66.06%
Volatility 1Y:   62.23%
Volatility 3Y:   -