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Goldman Sachs Call 140 CHV 21.06..../  DE000GK7CV39  /

EUWAX
2024-05-27  10:04:50 AM Chg.+0.09 Bid5:52:15 PM Ask5:52:15 PM Underlying Strike price Expiration date Option type
1.72EUR +5.52% -
Bid Size: -		 -
Ask Size: -		 CHEVRON CORP. D... 140.00 - 2024-06-21 Call
 

Master data

WKN: GK7CV3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-06-21
Issue date: 2022-07-01
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.31
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.54
Implied volatility: 0.97
Historic volatility: 0.18
Parity: 0.54
Time value: 1.21
Break-even: 157.50
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 2.20
Spread abs.: 0.05
Spread %: 2.94%
Delta: 0.61
Theta: -0.29
Omega: 5.09
Rho: 0.05
 

Quote data

Open: 1.72
High: 1.72
Low: 1.72
Previous Close: 1.63
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.46%
1 Month
  -28.03%
3 Months  
+7.50%
YTD  
+17.01%
1 Year
  -30.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.19 1.63
1M High / 1M Low: 2.45 1.63
6M High / 6M Low: 2.45 0.88
High (YTD): 2024-05-13 2.45
Low (YTD): 2024-01-23 0.88
52W High: 2023-09-27 3.46
52W Low: 2024-01-23 0.88
Avg. price 1W:   1.90
Avg. volume 1W:   0.00
Avg. price 1M:   2.11
Avg. volume 1M:   0.00
Avg. price 6M:   1.60
Avg. volume 6M:   0.00
Avg. price 1Y:   2.02
Avg. volume 1Y:   0.00
Volatility 1M:   111.90%
Volatility 6M:   126.11%
Volatility 1Y:   116.13%
Volatility 3Y:   -