Goldman Sachs Put 160 CVX 20.06.2025
/ DE000GQ8BQZ7
Goldman Sachs Put 160 CVX 20.06.2.../ DE000GQ8BQZ7 /
| 2024-05-23 9:58:33 AM |
Chg.+0.09 |
Bid6:21:50 PM |
Ask6:21:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
+7.63% |
1.25
Bid Size: 30,000 |
1.26
Ask Size: 30,000 |
Chevron Corporation |
160.00 USD |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.22 |
| Time value: |
1.08 |
| Break-even: |
134.80 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.56% |
| Delta: |
-0.41 |
| Theta: |
-0.01 |
| Omega: |
-4.59 |
| Rho: |
-0.78 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.39% |
| 1 Month |
|
|
-2.31% |
| 3 Months |
|
|
-21.60% |
| YTD |
|
|
-37.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.18 |
1.08 |
| 1M High / 1M Low: |
1.35 |
1.05 |
| 6M High / 6M Low: |
2.47 |
1.05 |
| High (YTD): |
2024-01-18 |
2.47 |
| Low (YTD): |
2024-05-13 |
1.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.94% |
| Volatility 6M: |
|
77.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
