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Goldman Sachs Put 80 CHV 20.06.20.../  DE000GP79EG3  /

EUWAX
2024-05-17  10:47:45 AM Chg.0.000 Bid3:39:59 PM Ask3:39:59 PM Underlying Strike price Expiration date Option type
0.030EUR 0.00% 0.032
Bid Size: 30,000		 0.042
Ask Size: 30,000		 CHEVRON CORP. D... 80.00 - 2025-06-20 Put
 

Master data

WKN: GP79EG
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Put
Strike price: 80.00 -
Maturity: 2025-06-20
Issue date: 2023-06-30
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -239.08
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.18
Parity: -6.82
Time value: 0.06
Break-even: 79.38
Moneyness: 0.54
Premium: 0.46
Premium p.a.: 0.42
Spread abs.: 0.03
Spread %: 93.75%
Delta: -0.03
Theta: 0.00
Omega: -6.15
Rho: -0.05
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.030
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -50.00%
3 Months
  -62.50%
YTD
  -72.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.030
1M High / 1M Low: 0.060 0.030
6M High / 6M Low: 0.160 0.030
High (YTD): 2024-01-19 0.140
Low (YTD): 2024-05-16 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   0.088
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.08%
Volatility 6M:   147.95%
Volatility 1Y:   -
Volatility 3Y:   -