Goldman Sachs Put 90 NOVN 20.09.2024
/ DE000GQ72RQ7
Goldman Sachs Put 90 NOVN 20.09.2.../ DE000GQ72RQ7 /
| 6/24/2024 9:24:59 AM |
Chg.-0.010 |
Bid9:49:56 AM |
Ask9:49:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-7.14% |
0.120
Bid Size: 50,000 |
0.130
Ask Size: 50,000 |
NOVARTIS N |
90.00 CHF |
9/20/2024 |
Put |
Master data
| WKN: |
GQ72RQ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-55.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.19 |
| Parity: |
-0.37 |
| Time value: |
0.18 |
| Break-even: |
92.37 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.04 |
| Spread %: |
27.74% |
| Delta: |
-0.29 |
| Theta: |
-0.01 |
| Omega: |
-16.19 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.53% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-77.19% |
| YTD |
|
|
-87.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.140 |
| 1M High / 1M Low: |
0.280 |
0.140 |
| 6M High / 6M Low: |
1.010 |
0.140 |
| High (YTD): |
1/2/2024 |
0.970 |
| Low (YTD): |
6/21/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.476 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.18% |
| Volatility 6M: |
|
172.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
