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

EUWAX
2024-06-17  10:38:01 AM Chg.-0.010 Bid11:15:57 AM Ask11:15:57 AM Underlying Strike price Expiration date Option type
0.950EUR -1.04% 0.960
Bid Size: 10,000		 1.060
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: -14.40
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.69
Implied volatility: 0.23
Historic volatility: 0.18
Parity: 0.69
Time value: 0.30
Break-even: 139.60
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 3.13%
Delta: -0.61
Theta: -0.02
Omega: -8.72
Rho: -0.25
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 0.960
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+69.64%
3 Months
  -7.77%
YTD
  -39.10%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.690
1M High / 1M Low: 0.960 0.470
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:   0.798
Avg. volume 1W:   0.000
Avg. price 1M:   0.684
Avg. volume 1M:   0.000
Avg. price 6M:   1.116
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   232.79%
Volatility 6M:   155.01%
Volatility 1Y:   -
Volatility 3Y:   -