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Goldman Sachs Put 150 CVX 20.09.2.../  DE000GQ8BQ41  /

EUWAX
2024-06-25  11:03:06 AM Chg.-0.100 Bid9:55:08 PM Ask9:55:08 PM Underlying Strike price Expiration date Option type
0.220EUR -31.25% 0.240
Bid Size: 10,000		 0.260
Ask Size: 10,000		 Chevron Corporation 150.00 USD 2024-09-20 Put
 

Master data

WKN: GQ8BQ4
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 150.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-02
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -58.91
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -0.87
Time value: 0.25
Break-even: 137.25
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 8.62%
Delta: -0.25
Theta: -0.03
Omega: -14.55
Rho: -0.09
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.84%
1 Month
  -31.25%
3 Months
  -63.33%
YTD
  -79.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.320
1M High / 1M Low: 0.450 0.220
6M High / 6M Low: 1.440 0.200
High (YTD): 2024-01-18 1.440
Low (YTD): 2024-05-20 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.347
Avg. volume 1M:   0.000
Avg. price 6M:   0.654
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   281.05%
Volatility 6M:   190.76%
Volatility 1Y:   -
Volatility 3Y:   -