Goldman Sachs Put 80 NOVN 20.12.2024
/ DE000GQ70K49
Goldman Sachs Put 80 NOVN 20.12.2.../ DE000GQ70K49 /
| 2024-09-25 10:58:48 AM |
Chg.-0.002 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.028EUR |
-6.67% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
80.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
GQ70K4 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-129.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.18 |
| Parity: |
-1.86 |
| Time value: |
0.08 |
| Break-even: |
84.05 |
| Moneyness: |
0.82 |
| Premium: |
0.19 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
0.05 |
| Spread %: |
185.71% |
| Delta: |
-0.09 |
| Theta: |
-0.02 |
| Omega: |
-12.01 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.028 |
| High: |
0.028 |
| Low: |
0.028 |
| Previous Close: |
0.030 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.88% |
| 1 Month |
|
|
-34.88% |
| 3 Months |
|
|
-59.42% |
| YTD |
|
|
-93.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.043 |
0.030 |
| 1M High / 1M Low: |
0.057 |
0.030 |
| 6M High / 6M Low: |
0.300 |
0.030 |
| High (YTD): |
2024-01-02 |
0.440 |
| Low (YTD): |
2024-09-24 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.100 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.27% |
| Volatility 6M: |
|
198.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
