Goldman Sachs Put 450 NOC 20.09.2.../  DE000GJ1HDD3  /

EUWAX
13/09/2024  10:20:55 Chg.-0.002 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.002EUR -50.00% -
Bid Size: -
-
Ask Size: -
Northrop Grumman Cor... 450.00 USD 20/09/2024 Put
 

Master data

WKN: GJ1HDD
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Northrop Grumman Corp Holding Co
Type: Warrant
Option type: Put
Strike price: 450.00 USD
Maturity: 20/09/2024
Issue date: 30/07/2024
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -203.50
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.19
Parity: -0.62
Time value: 0.02
Break-even: 403.87
Moneyness: 0.87
Premium: 0.14
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 666.67%
Delta: -0.09
Theta: -0.60
Omega: -18.48
Rho: -0.01
 

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
  -60.00%
1 Month
  -88.89%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.002
1M High / 1M Low: 0.018 0.002
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   445.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -