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Goldman Sachs Put 60 NOVN 20.12.2.../  DE000GQ70FL7  /

EUWAX
10/10/2024  2:42:47 PM Chg.-0.003 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.009EUR -25.00% -
Bid Size: -		 -
Ask Size: -		 NOVARTIS N 60.00 CHF 12/20/2024 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: 12/20/2024
Issue date: 10/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -168.81
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.18
Parity: -4.09
Time value: 0.06
Break-even: 63.10
Moneyness: 0.61
Premium: 0.40
Premium p.a.: 4.58
Spread abs.: 0.05
Spread %: 416.67%
Delta: -0.04
Theta: -0.02
Omega: -6.89
Rho: -0.01
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.012
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.77%
1 Month
  -35.71%
3 Months
  -57.14%
YTD
  -87.84%
1 Year
  -88.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.012
1M High / 1M Low: 0.017 0.009
6M High / 6M Low: 0.043 0.009
High (YTD): 1/2/2024 0.070
Low (YTD): 9/26/2024 0.009
52W High: 10/27/2023 0.110
52W Low: 9/26/2024 0.009
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.020
Avg. volume 6M:   0.000
Avg. price 1Y:   0.041
Avg. volume 1Y:   0.000
Volatility 1M:   156.07%
Volatility 6M:   147.57%
Volatility 1Y:   119.52%
Volatility 3Y:   -