Goldman Sachs Put 150 CHV 20.06.2025
/ DE000GP79N06
Goldman Sachs Put 150 CHV 20.06.2.../ DE000GP79N06 /
| 2024-05-24 9:19:32 AM |
Chg.+0.040 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+4.60% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
150.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
GP79N0 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-06-30 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.18 |
| Parity: |
0.46 |
| Time value: |
0.44 |
| Break-even: |
141.00 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
2.27% |
| Delta: |
-0.44 |
| Theta: |
0.00 |
| Omega: |
-7.16 |
| Rho: |
-0.79 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.98% |
| 1 Month |
|
|
+9.64% |
| 3 Months |
|
|
-23.53% |
| YTD |
|
|
-41.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.740 |
| 1M High / 1M Low: |
0.950 |
0.720 |
| 6M High / 6M Low: |
1.930 |
0.720 |
| High (YTD): |
2024-01-18 |
1.900 |
| Low (YTD): |
2024-05-13 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.824 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.312 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.60% |
| Volatility 6M: |
|
81.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
