Goldman Sachs Put 60 NOVN 20.12.2024
/ DE000GQ70FL7
Goldman Sachs Put 60 NOVN 20.12.2.../ DE000GQ70FL7 /
| 06/09/2024 10:41:37 |
Chg.+0.002 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.015EUR |
+15.38% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
60.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
GQ70FL |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-160.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.18 |
| Parity: |
-4.04 |
| Time value: |
0.07 |
| Break-even: |
63.45 |
| Moneyness: |
0.61 |
| Premium: |
0.39 |
| Premium p.a.: |
2.20 |
| Spread abs.: |
0.05 |
| Spread %: |
364.29% |
| Delta: |
-0.04 |
| Theta: |
-0.01 |
| Omega: |
-6.81 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.015 |
| High: |
0.015 |
| Low: |
0.015 |
| Previous Close: |
0.013 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.38% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-21.05% |
| YTD |
|
|
-79.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.015 |
0.012 |
| 1M High / 1M Low: |
0.020 |
0.012 |
| 6M High / 6M Low: |
0.043 |
0.012 |
| High (YTD): |
02/01/2024 |
0.070 |
| Low (YTD): |
03/09/2024 |
0.012 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.013 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.015 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.025 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.96% |
| Volatility 6M: |
|
135.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
