Goldman Sachs Put 100 NOVN 20.12.2024
/ DE000GG9B2L1
Goldman Sachs Put 100 NOVN 20.12..../ DE000GG9B2L1 /
| 2024-08-01 11:45:44 AM |
Chg.+0.060 |
Bid3:16:33 PM |
Ask3:16:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+12.77% |
0.530
Bid Size: 10,000 |
0.550
Ask Size: 3,000 |
NOVARTIS N |
100.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
GG9B2L |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
0.24 |
| Time value: |
0.29 |
| Break-even: |
99.90 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
5.59% |
| Delta: |
-0.51 |
| Theta: |
-0.01 |
| Omega: |
-9.87 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.11% |
| 1 Month |
|
|
-22.06% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.470 |
| 1M High / 1M Low: |
0.710 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.548 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.570 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
