Goldman Sachs Put 180 CVX 16.01.2026
/ DE000GG7A7V2
Goldman Sachs Put 180 CVX 16.01.2.../ DE000GG7A7V2 /
26/09/2024 10:06:00 |
Chg.- |
Bid22:00:24 |
Ask22:00:24 |
Underlying |
Strike price |
Expiration date |
Option type |
3.60EUR |
- |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
180.00 USD |
16/01/2026 |
Put |
Master data
WKN: |
GG7A7V |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
180.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
23/04/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.24 |
Intrinsic value: |
3.24 |
Implied volatility: |
0.32 |
Historic volatility: |
0.18 |
Parity: |
3.24 |
Time value: |
0.32 |
Break-even: |
126.13 |
Moneyness: |
1.25 |
Premium: |
0.02 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.02 |
Spread %: |
0.57% |
Delta: |
-0.62 |
Theta: |
-0.01 |
Omega: |
-2.26 |
Rho: |
-1.52 |
Quote data
Open: |
3.60 |
High: |
3.60 |
Low: |
3.60 |
Previous Close: |
3.28 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.35% |
1 Month |
|
|
+16.13% |
3 Months |
|
|
+29.96% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.60 |
3.25 |
1M High / 1M Low: |
3.96 |
3.10 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.40 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.51 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
61.05% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |