Goldman Sachs Put 90 NOVN 20.09.2024
/ DE000GQ72RQ7
Goldman Sachs Put 90 NOVN 20.09.2.../ DE000GQ72RQ7 /
| 01/08/2024 11:54:18 |
Chg.+0.003 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.044EUR |
+7.32% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
90.00 CHF |
20/09/2024 |
Put |
Master data
| WKN: |
GQ72RQ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-144.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-0.81 |
| Time value: |
0.07 |
| Break-even: |
93.96 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.03 |
| Spread %: |
77.50% |
| Delta: |
-0.15 |
| Theta: |
-0.02 |
| Omega: |
-21.41 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.044 |
| High: |
0.044 |
| Low: |
0.044 |
| Previous Close: |
0.041 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.67% |
| 1 Month |
|
|
-56.00% |
| 3 Months |
|
|
-89.77% |
| YTD |
|
|
-95.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.060 |
0.041 |
| 1M High / 1M Low: |
0.100 |
0.041 |
| 6M High / 6M Low: |
0.750 |
0.041 |
| High (YTD): |
02/01/2024 |
0.970 |
| Low (YTD): |
31/07/2024 |
0.041 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.051 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.366 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.94% |
| Volatility 6M: |
|
194.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
