Goldman Sachs Put 80 NOVN 21.03.2025
/ DE000GG5PBH5
Goldman Sachs Put 80 NOVN 21.03.2.../ DE000GG5PBH5 /
| 2024-12-20 9:34:50 AM |
Chg.+0.030 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+20.00% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
80.00 CHF |
2025-03-21 |
Put |
Master data
| WKN: |
GG5PBH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-44.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
-0.72 |
| Time value: |
0.21 |
| Break-even: |
83.79 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.04 |
| Spread %: |
21.39% |
| Delta: |
-0.25 |
| Theta: |
-0.02 |
| Omega: |
-10.96 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+122.22% |
| 3 Months |
|
|
+125.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.130 |
| 1M High / 1M Low: |
0.180 |
0.065 |
| 6M High / 6M Low: |
0.180 |
0.058 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.108 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.097 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.61% |
| Volatility 6M: |
|
176.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
