Goldman Sachs Put 90 NOVN 20.12.2024
/ DE000GQ72ZB2
Goldman Sachs Put 90 NOVN 20.12.2.../ DE000GQ72ZB2 /
2024-08-01 11:54:19 AM |
Chg.+0.010 |
Bid1:23:15 PM |
Ask1:23:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
+7.69% |
0.140 Bid Size: 10,000 |
0.170 Ask Size: 3,000 |
NOVARTIS N |
90.00 CHF |
2024-12-20 |
Put |
Master data
WKN: |
GQ72ZB |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 CHF |
Maturity: |
2024-12-20 |
Issue date: |
2023-10-10 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-63.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.18 |
Parity: |
-0.81 |
Time value: |
0.16 |
Break-even: |
93.06 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.03 |
Spread %: |
24.81% |
Delta: |
-0.21 |
Theta: |
-0.01 |
Omega: |
-13.15 |
Rho: |
-0.09 |
Quote data
Open: |
0.140 |
High: |
0.140 |
Low: |
0.140 |
Previous Close: |
0.130 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.22% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-74.07% |
YTD |
|
|
-86.79% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.130 |
1M High / 1M Low: |
0.210 |
0.110 |
6M High / 6M Low: |
0.840 |
0.110 |
High (YTD): |
2024-01-02 |
1.040 |
Low (YTD): |
2024-07-15 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.152 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.164 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.466 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
204.53% |
Volatility 6M: |
|
152.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |