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Goldman Sachs Put 120 CHV 17.01.2.../  DE000GZ94X78  /

EUWAX
2024-09-26  9:16:01 AM Chg.+0.030 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.100EUR +42.86% -
Bid Size: -		 -
Ask Size: -		 CHEVRON CORP. D... 120.00 - 2025-01-17 Put
 

Master data

WKN: GZ94X7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 2025-01-17
Issue date: 2023-02-24
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -68.08
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -0.94
Time value: 0.19
Break-even: 118.10
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.31
Spread abs.: 0.10
Spread %: 111.11%
Delta: -0.21
Theta: -0.02
Omega: -14.44
Rho: -0.09
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month  
+25.00%
3 Months  
+42.86%
YTD
  -76.19%
1 Year
  -72.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.070
1M High / 1M Low: 0.170 0.070
6M High / 6M Low: 0.240 0.050
High (YTD): 2024-01-18 0.530
Low (YTD): 2024-07-18 0.050
52W High: 2023-10-27 0.720
52W Low: 2024-07-18 0.050
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.110
Avg. volume 6M:   0.000
Avg. price 1Y:   0.263
Avg. volume 1Y:   0.000
Volatility 1M:   246.82%
Volatility 6M:   237.02%
Volatility 1Y:   188.23%
Volatility 3Y:   -