Goldman Sachs Put 70 NOVN 20.06.2025
/ DE000GJ6XVY7
Goldman Sachs Put 70 NOVN 20.06.2.../ DE000GJ6XVY7 /
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: |
|
- |