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Goldman Sachs Put 450 NOC 21.06.2.../  DE000GQ79EE6  /

EUWAX
2024-06-20  10:57:21 AM Chg.-0.010 Bid5:59:13 PM Ask5:59:13 PM Underlying Strike price Expiration date Option type
0.220EUR -4.35% 0.170
Bid Size: 30,000		 0.180
Ask Size: 3,000		 Northrop Grumman Cor... 450.00 USD 2024-06-21 Put
 

Master data

WKN: GQ79EE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Northrop Grumman Corp Holding Co
Type: Warrant
Option type: Put
Strike price: 450.00 USD
Maturity: 2024-06-21
Issue date: 2023-10-13
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -15.54
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.22
Implied volatility: 1.26
Historic volatility: 0.19
Parity: 0.22
Time value: 0.03
Break-even: 393.22
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 14.84
Spread abs.: 0.02
Spread %: 8.51%
Delta: -0.79
Theta: -3.76
Omega: -12.25
Rho: -0.01
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+1057.89%
3 Months  
+147.19%
YTD  
+46.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.190
1M High / 1M Low: 0.250 0.014
6M High / 6M Low: 0.250 0.014
High (YTD): 2024-06-17 0.250
Low (YTD): 2024-05-23 0.014
52W High: - -
52W Low: - -
Avg. price 1W:   0.228
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.116
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   757.93%
Volatility 6M:   391.83%
Volatility 1Y:   -
Volatility 3Y:   -