Goldman Sachs Put 60 NOVN 21.02.2.../  DE000GJ7MUU8  /

EUWAX
2024-12-20  9:38:32 AM Chg.-0.001 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.026EUR -3.70% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 60.00 CHF 2025-02-21 Put
 

Master data

WKN: GJ7MUU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Put
Strike price: 60.00 CHF
Maturity: 2025-02-21
Issue date: 2024-11-29
Last trading day: 2025-02-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -122.47
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.18
Parity: -2.87
Time value: 0.08
Break-even: 63.66
Moneyness: 0.69
Premium: 0.32
Premium p.a.: 4.04
Spread abs.: 0.05
Spread %: 192.31%
Delta: -0.06
Theta: -0.02
Omega: -7.73
Rho: -0.01
 

Quote data

Open: 0.026
High: 0.026
Low: 0.026
Previous Close: 0.027
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.027 0.025
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -