Goldman Sachs Call 160 NOVN 21.03.../  DE000GQ9PVN1  /

EUWAX
10/18/2024  10:16:15 AM Chg.-0.002 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.002EUR -50.00% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 160.00 CHF 3/21/2025 Call
 

Master data

WKN: GQ9PVN
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 160.00 CHF
Maturity: 3/21/2025
Issue date: 6/27/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 201.81
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.17
Parity: -6.36
Time value: 0.05
Break-even: 171.11
Moneyness: 0.63
Premium: 0.60
Premium p.a.: 2.05
Spread abs.: 0.05
Spread %: 1,666.67%
Delta: 0.05
Theta: -0.01
Omega: 10.21
Rho: 0.02
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.004
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -50.00%
3 Months
  -77.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.004
1M High / 1M Low: 0.006 0.003
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   385.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -