Goldman Sachs Call 180 CVX 21.03.2025
/ DE000GG76F34
Goldman Sachs Call 180 CVX 21.03..../ DE000GG76F34 /
| 2024-06-05 10:46:51 AM |
Chg.- |
Bid9:09:06 AM |
Ask9:09:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
- |
0.370
Bid Size: 10,000 |
-
Ask Size: - |
Chevron Corporation |
180.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
GG76F3 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-2.30 |
| Time value: |
0.38 |
| Break-even: |
169.33 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
5.56% |
| Delta: |
0.27 |
| Theta: |
-0.02 |
| Omega: |
10.21 |
| Rho: |
0.28 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.89% |
| 1 Month |
|
|
-32.20% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.400 |
| 1M High / 1M Low: |
0.700 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
