Goldman Sachs Put 80 CHV 20.06.20.../  DE000GP79EG3  /

EUWAX
31/05/2024  10:49:09 Chg.0.000 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.030EUR 0.00% -
Bid Size: -
-
Ask Size: -
CHEVRON CORP. D... 80.00 - 20/06/2025 Put
 

Master data

WKN: GP79EG
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Put
Strike price: 80.00 -
Maturity: 20/06/2025
Issue date: 30/06/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -262.47
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.18
Parity: -6.96
Time value: 0.06
Break-even: 79.43
Moneyness: 0.53
Premium: 0.47
Premium p.a.: 0.44
Spread abs.: 0.03
Spread %: 111.11%
Delta: -0.02
Theta: 0.00
Omega: -6.28
Rho: -0.04
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.030
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -25.00%
3 Months
  -57.14%
YTD
  -72.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.031 0.030
1M High / 1M Low: 0.040 0.030
6M High / 6M Low: 0.160 0.030
High (YTD): 19/01/2024 0.140
Low (YTD): 31/05/2024 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   0.078
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.82%
Volatility 6M:   146.03%
Volatility 1Y:   -
Volatility 3Y:   -