Goldman Sachs Call 140 CVX 20.06.2025
/ DE000GQ2QEE9
Goldman Sachs Call 140 CVX 20.06..../ DE000GQ2QEE9 /
| 2024-06-03 11:12:20 AM |
Chg.+0.29 |
Bid11:44:43 AM |
Ask11:44:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.74EUR |
+11.84% |
2.73
Bid Size: 10,000 |
2.88
Ask Size: 10,000 |
Chevron Corporation |
140.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
GQ2QEE |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-22 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
2.05 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
2.05 |
| Time value: |
0.71 |
| Break-even: |
156.60 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.73% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
4.68 |
| Rho: |
1.06 |
Quote data
| Open: |
2.74 |
| High: |
2.74 |
| Low: |
2.74 |
| Previous Close: |
2.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.22% |
| 1 Month |
|
|
+5.38% |
| 3 Months |
|
|
+25.11% |
| YTD |
|
|
+29.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.49 |
2.35 |
| 1M High / 1M Low: |
2.98 |
2.35 |
| 6M High / 6M Low: |
3.07 |
1.57 |
| High (YTD): |
2024-04-30 |
3.07 |
| Low (YTD): |
2024-01-23 |
1.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.03% |
| Volatility 6M: |
|
78.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
