Goldman Sachs Call 190 CVX 21.03..../  DE000GJ7PY09  /

EUWAX
1/24/2025  10:49:40 AM Chg.0.000 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.030EUR 0.00% -
Bid Size: -
-
Ask Size: -
Chevron Corporation 190.00 USD 3/21/2025 Call
 

Master data

WKN: GJ7PY0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 190.00 USD
Maturity: 3/21/2025
Issue date: 12/2/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 337.07
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.18
Parity: -3.27
Time value: 0.04
Break-even: 181.48
Moneyness: 0.82
Premium: 0.22
Premium p.a.: 2.82
Spread abs.: 0.02
Spread %: 83.33%
Delta: 0.06
Theta: -0.02
Omega: 20.14
Rho: 0.01
 

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
  -9.09%
1 Month
  -25.00%
3 Months     -
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.040 0.029
1M High / 1M Low: 0.040 0.029
6M High / 6M Low: - -
High (YTD): 1/20/2025 0.040
Low (YTD): 1/21/2025 0.029
52W High: - -
52W Low: - -
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.031
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -