Goldman Sachs Call 155 CVX 21.06.2024
/ DE000GG6JSK4
Goldman Sachs Call 155 CVX 21.06..../ DE000GG6JSK4 /
| 2024-05-24 11:32:59 AM |
Chg.-0.040 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-8.16% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
155.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GG6JSK |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
0.25 |
| Time value: |
0.23 |
| Break-even: |
147.77 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
6.56% |
| Delta: |
0.65 |
| Theta: |
-0.06 |
| Omega: |
19.52 |
| Rho: |
0.07 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.36% |
| 1 Month |
|
|
-61.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.450 |
| 1M High / 1M Low: |
1.160 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.832 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
