Goldman Sachs Put 100 NOVN 21.03.2025
/ DE000GG9B1Q2
Goldman Sachs Put 100 NOVN 21.03..../ DE000GG9B1Q2 /
| 2024-08-01 2:14:45 PM |
Chg.+0.060 |
Bid3:21:24 PM |
Ask3:21:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+8.33% |
0.790
Bid Size: 10,000 |
0.820
Ask Size: 3,000 |
NOVARTIS N |
100.00 CHF |
2025-03-21 |
Put |
Master data
| WKN: |
GG9B1Q |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-06-10 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
0.24 |
| Time value: |
0.54 |
| Break-even: |
97.39 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
5.41% |
| Delta: |
-0.46 |
| Theta: |
-0.01 |
| Omega: |
-6.10 |
| Rho: |
-0.35 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.30% |
| 1 Month |
|
|
-16.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.720 |
| 1M High / 1M Low: |
0.960 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.794 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.814 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
