Goldman Sachs Put 70 NOVN 20.06.2.../  DE000GJ6XVY7  /

EUWAX
2024-12-20  10:33:12 AM Chg.0.000 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.090EUR 0.00% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 70.00 CHF 2025-06-20 Put
 

Master data

WKN: GJ6XVY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Put
Strike price: 70.00 CHF
Maturity: 2025-06-20
Issue date: 2024-11-14
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -75.67
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.18
Parity: -1.79
Time value: 0.12
Break-even: 73.92
Moneyness: 0.81
Premium: 0.21
Premium p.a.: 0.46
Spread abs.: 0.03
Spread %: 32.26%
Delta: -0.12
Theta: -0.01
Omega: -8.86
Rho: -0.06
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+73.08%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.080
1M High / 1M Low: 0.090 0.046
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   169.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -