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Goldman Sachs Put 80 NOVN 20.12.2.../  DE000GQ70K49  /

EUWAX
10/11/2024  4:32:57 PM Chg.-0.003 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.026EUR -10.34% -
Bid Size: -		 -
Ask Size: -		 NOVARTIS N 80.00 CHF 12/20/2024 Put
 

Master data

WKN: GQ70K4
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Put
Strike price: 80.00 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: -129.85
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.18
Parity: -1.98
Time value: 0.08
Break-even: 84.53
Moneyness: 0.81
Premium: 0.20
Premium p.a.: 1.58
Spread abs.: 0.05
Spread %: 161.29%
Delta: -0.09
Theta: -0.02
Omega: -11.70
Rho: -0.02
 

Quote data

Open: 0.029
High: 0.029
Low: 0.026
Previous Close: 0.029
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.10%
1 Month
  -39.53%
3 Months
  -50.00%
YTD
  -94.35%
1 Year
  -92.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.026
1M High / 1M Low: 0.043 0.026
6M High / 6M Low: 0.300 0.026
High (YTD): 1/2/2024 0.440
Low (YTD): 10/11/2024 0.026
52W High: 10/27/2023 0.570
52W Low: 10/11/2024 0.026
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.081
Avg. volume 6M:   0.000
Avg. price 1Y:   0.210
Avg. volume 1Y:   0.000
Volatility 1M:   162.13%
Volatility 6M:   205.48%
Volatility 1Y:   165.03%
Volatility 3Y:   -