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 |
Bid3:35:51 PM |
Ask3:35:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.028EUR |
-6.67% |
0.029 Bid Size: 10,000 |
0.059 Ask Size: 5,000 |
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: |
- |
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: |
|
- |