Goldman Sachs Call 150 CVX 17.05.2024
/ DE000GG2FQW0
Goldman Sachs Call 150 CVX 17.05..../ DE000GG2FQW0 /
| 2024-04-30 10:35:34 AM |
Chg.0.00 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
150.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
GG2FQW |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-01-15 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
1.06 |
| Time value: |
0.06 |
| Break-even: |
151.83 |
| Moneyness: |
1.08 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.82% |
| Delta: |
0.91 |
| Theta: |
-0.06 |
| Omega: |
12.22 |
| Rho: |
0.06 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.46% |
| 1 Month |
|
|
+74.12% |
| 3 Months |
|
|
+146.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.26 |
| 1M High / 1M Low: |
1.48 |
0.77 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
