OverviewChartNewsTraderScreen

Goldman Sachs Put 160 CVX 20.09.2.../  DE000GQ8C061  /

EUWAX
2024-06-21  9:17:35 AM Chg.- Bid9:55:38 AM Ask9:55:38 AM Underlying Strike price Expiration date Option type
0.740EUR - 0.770
Bid Size: 10,000		 0.920
Ask Size: 10,000		 Chevron Corporation 160.00 USD 2024-09-20 Put
 

Master data

WKN: GQ8C06
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 160.00 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: -17.94
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.44
Implied volatility: 0.22
Historic volatility: 0.18
Parity: 0.44
Time value: 0.37
Break-even: 141.60
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 2.53%
Delta: -0.56
Theta: -0.03
Omega: -9.96
Rho: -0.21
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.900
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.11%
1 Month  
+5.71%
3 Months
  -29.52%
YTD
  -52.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.740
1M High / 1M Low: 0.960 0.510
6M High / 6M Low: 2.050 0.460
High (YTD): 2024-01-18 2.050
Low (YTD): 2024-05-13 0.460
52W High: - -
52W Low: - -
Avg. price 1W:   0.890
Avg. volume 1W:   0.000
Avg. price 1M:   0.762
Avg. volume 1M:   0.000
Avg. price 6M:   1.090
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   226.06%
Volatility 6M:   157.64%
Volatility 1Y:   -
Volatility 3Y:   -