Goldman Sachs Put 160 CVX 20.06.2025
/ DE000GQ8BQZ7
Goldman Sachs Put 160 CVX 20.06.2.../ DE000GQ8BQZ7 /
| 5/27/2024 9:05:40 AM |
Chg.-0.03 |
Bid4:59:03 PM |
Ask4:59:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
-2.34% |
1.24
Bid Size: 10,000 |
1.26
Ask Size: 3,000 |
Chevron Corporation |
160.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
GQ8BQZ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
11/2/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.21 |
| Time value: |
1.08 |
| Break-even: |
134.61 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.57% |
| Delta: |
-0.41 |
| Theta: |
-0.01 |
| Omega: |
-4.61 |
| Rho: |
-0.77 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.74% |
| 1 Month |
|
|
+8.70% |
| 3 Months |
|
|
-23.78% |
| YTD |
|
|
-38.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
1.08 |
| 1M High / 1M Low: |
1.35 |
1.05 |
| 6M High / 6M Low: |
2.47 |
1.05 |
| High (YTD): |
1/18/2024 |
2.47 |
| Low (YTD): |
5/13/2024 |
1.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.89% |
| Volatility 6M: |
|
78.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
