Goldman Sachs Put 115 XOM 21.06.2024
/ DE000GG5CHV1
Goldman Sachs Put 115 XOM 21.06.2.../ DE000GG5CHV1 /
2024-06-12 9:53:00 AM |
Chg.+0.040 |
Bid11:35:01 AM |
Ask11:35:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
+16.67% |
0.260 Bid Size: 20,000 |
0.290 Ask Size: 20,000 |
Exxon Mobil Corp |
115.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
GG5CHV |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Exxon Mobil Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
115.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-03-19 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-34.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.22 |
Historic volatility: |
0.19 |
Parity: |
0.26 |
Time value: |
0.04 |
Break-even: |
104.02 |
Moneyness: |
1.03 |
Premium: |
0.00 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
3.38% |
Delta: |
-0.75 |
Theta: |
-0.06 |
Omega: |
-25.67 |
Rho: |
-0.02 |
Quote data
Open: |
0.280 |
High: |
0.280 |
Low: |
0.280 |
Previous Close: |
0.240 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.45% |
1 Month |
|
|
+100.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.210 |
1M High / 1M Low: |
0.290 |
0.070 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.248 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.191 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
559.20% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |