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Goldman Sachs Put 120 CVX 20.06.2.../  DE000GQ0CGK5  /

EUWAX
2024-06-21  9:56:13 AM Chg.- Bid10:00:02 AM Ask10:00:02 AM Underlying Strike price Expiration date Option type
0.250EUR - 0.240
Bid Size: 10,000		 0.390
Ask Size: 10,000		 Chevron Corporation 120.00 USD 2025-06-20 Put
 

Master data

WKN: GQ0CGK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 120.00 USD
Maturity: 2025-06-20
Issue date: 2023-07-28
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -53.81
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -3.30
Time value: 0.27
Break-even: 109.58
Moneyness: 0.77
Premium: 0.25
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 8.00%
Delta: -0.12
Theta: -0.01
Omega: -6.38
Rho: -0.20
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.71%
1 Month     0.00%
3 Months
  -30.56%
YTD
  -59.02%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.250
1M High / 1M Low: 0.280 0.210
6M High / 6M Low: 0.750 0.200
High (YTD): 2024-01-18 0.750
Low (YTD): 2024-05-20 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.249
Avg. volume 1M:   0.000
Avg. price 6M:   0.395
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.33%
Volatility 6M:   102.48%
Volatility 1Y:   -
Volatility 3Y:   -