Goldman Sachs Put 80 NOVN 19.07.2.../  DE000GG84T95  /

EUWAX
2024-06-18  11:01:46 AM Chg.0.000 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.014EUR 0.00% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 80.00 CHF 2024-07-19 Put
 

Master data

WKN: GG84T9
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Put
Strike price: 80.00 CHF
Maturity: 2024-07-19
Issue date: 2024-05-16
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -149.77
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.19
Parity: -1.36
Time value: 0.07
Break-even: 83.13
Moneyness: 0.86
Premium: 0.15
Premium p.a.: 3.98
Spread abs.: 0.05
Spread %: 490.91%
Delta: -0.10
Theta: -0.04
Omega: -15.52
Rho: -0.01
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.014
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month
  -33.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.014 0.012
1M High / 1M Low: 0.024 0.012
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -