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Goldman Sachs Put 80 NOVN 20.09.2.../  DE000GQ70FS2  /

EUWAX
2024-06-24  10:39:07 AM Chg.+0.001 Bid5:30:10 PM Ask5:30:10 PM Underlying Strike price Expiration date Option type
0.033EUR +3.13% 0.032
Bid Size: 10,000		 0.082
Ask Size: 10,000		 NOVARTIS N 80.00 CHF 2024-09-20 Put
 

Master data

WKN: GQ70FS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Put
Strike price: 80.00 CHF
Maturity: 2024-09-20
Issue date: 2023-10-09
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -155.33
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -1.42
Time value: 0.06
Break-even: 83.03
Moneyness: 0.85
Premium: 0.15
Premium p.a.: 0.80
Spread abs.: 0.03
Spread %: 103.23%
Delta: -0.10
Theta: -0.01
Omega: -15.00
Rho: -0.02
 

Quote data

Open: 0.033
High: 0.033
Low: 0.033
Previous Close: 0.032
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.50%
1 Month
  -35.29%
3 Months
  -78.00%
YTD
  -91.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.032
1M High / 1M Low: 0.053 0.032
6M High / 6M Low: 0.390 0.032
High (YTD): 2024-01-02 0.350
Low (YTD): 2024-06-21 0.032
52W High: - -
52W Low: - -
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   0.135
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.41%
Volatility 6M:   150.70%
Volatility 1Y:   -
Volatility 3Y:   -