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Goldman Sachs Put 250 NOC 17.01.2.../  DE000GQ79E63  /

EUWAX
2024-06-19  9:57:17 AM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.009EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Northrop Grumman Cor... 250.00 USD 2025-01-17 Put
 

Master data

WKN: GQ79E6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Northrop Grumman Corp Holding Co
Type: Warrant
Option type: Put
Strike price: 250.00 USD
Maturity: 2025-01-17
Issue date: 2023-10-13
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -132.18
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.19
Parity: -1.64
Time value: 0.03
Break-even: 229.80
Moneyness: 0.59
Premium: 0.42
Premium p.a.: 0.83
Spread abs.: 0.02
Spread %: 200.00%
Delta: -0.04
Theta: -0.03
Omega: -5.83
Rho: -0.12
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.009
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month  
+28.57%
3 Months
  -10.00%
YTD
  -50.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.009
1M High / 1M Low: 0.010 0.006
6M High / 6M Low: 0.020 0.005
High (YTD): 2024-01-12 0.020
Low (YTD): 2024-05-16 0.005
52W High: - -
52W Low: - -
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.012
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   247.97%
Volatility 6M:   199.74%
Volatility 1Y:   -
Volatility 3Y:   -