OverviewChartNewsTraderScreen

Goldman Sachs Put 60 NOVN 20.06.2.../  DE000GQ70CL4  /

EUWAX
10/18/2024  10:46:03 AM Chg.-0.001 Bid5:30:13 PM Ask5:30:13 PM Underlying Strike price Expiration date Option type
0.030EUR -3.23% 0.029
Bid Size: 10,000		 0.079
Ask Size: 5,000		 NOVARTIS N 60.00 CHF 6/20/2025 Put
 

Master data

WKN: GQ70CL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Put
Strike price: 60.00 CHF
Maturity: 6/20/2025
Issue date: 10/9/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -133.70
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.17
Parity: -4.30
Time value: 0.08
Break-even: 63.17
Moneyness: 0.60
Premium: 0.41
Premium p.a.: 0.67
Spread abs.: 0.05
Spread %: 166.67%
Delta: -0.04
Theta: -0.01
Omega: -6.01
Rho: -0.04
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.031
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -23.08%
3 Months
  -14.29%
YTD
  -76.92%
1 Year
  -76.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.031 0.027
1M High / 1M Low: 0.040 0.027
6M High / 6M Low: 0.090 0.027
High (YTD): 1/2/2024 0.130
Low (YTD): 10/16/2024 0.027
52W High: 10/23/2023 0.170
52W Low: 10/16/2024 0.027
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   0.044
Avg. volume 6M:   0.000
Avg. price 1Y:   0.074
Avg. volume 1Y:   0.000
Volatility 1M:   146.77%
Volatility 6M:   128.15%
Volatility 1Y:   109.45%
Volatility 3Y:   -