Goldman Sachs Put 94 NOVN 15.11.2024
/ DE000GJ64QN8
Goldman Sachs Put 94 NOVN 15.11.2.../ DE000GJ64QN8 /
| 11/12/2024 4:24:16 PM |
Chg.+0.060 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+46.15% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
94.00 CHF |
11/15/2024 |
Put |
Master data
| WKN: |
GJ64QN |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
94.00 CHF |
| Maturity: |
11/15/2024 |
| Issue date: |
11/5/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-48.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.18 |
| Parity: |
0.10 |
| Time value: |
0.10 |
| Break-even: |
98.13 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
2.38 |
| Spread abs.: |
0.05 |
| Spread %: |
32.68% |
| Delta: |
-0.60 |
| Theta: |
-0.23 |
| Omega: |
-29.32 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.75% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.100 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.135 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
