Goldman Sachs Put 50 NVSEF 21.03.2025
/ DE000GG5L664
Goldman Sachs Put 50 NVSEF 21.03..../ DE000GG5L664 /
| 11/11/2024 10:24:46 AM |
Chg.- |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Novartis AG |
50.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
GG5L66 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Novartis AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
3/22/2024 |
| Last trading day: |
11/13/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-326.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.17 |
| Parity: |
-4.80 |
| Time value: |
0.03 |
| Break-even: |
49.70 |
| Moneyness: |
0.51 |
| Premium: |
0.49 |
| Premium p.a.: |
2.19 |
| Spread abs.: |
0.02 |
| Spread %: |
200.00% |
| Delta: |
-0.02 |
| Theta: |
-0.01 |
| Omega: |
-6.54 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.010 |
| High: |
0.010 |
| Low: |
0.010 |
| Previous Close: |
0.010 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-44.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.010 |
0.010 |
| 1M High / 1M Low: |
0.014 |
0.010 |
| 6M High / 6M Low: |
0.025 |
0.010 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.012 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.017 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.39% |
| Volatility 6M: |
|
161.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
