Goldman Sachs Put 95 NOVN 20.09.2024
/ DE000GG96D65
Goldman Sachs Put 95 NOVN 20.09.2.../ DE000GG96D65 /
| 15/08/2024 10:31:18 |
Chg.-0.030 |
Bid14:42:28 |
Ask14:42:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
-27.27% |
0.078
Bid Size: 10,000 |
0.098
Ask Size: 5,000 |
NOVARTIS N |
95.00 CHF |
20/09/2024 |
Put |
Master data
| WKN: |
GG96D6 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
06/06/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-64.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-0.28 |
| Time value: |
0.16 |
| Break-even: |
98.11 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.03 |
| Spread %: |
23.08% |
| Delta: |
-0.32 |
| Theta: |
-0.03 |
| Omega: |
-20.53 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.080 |
| High: |
0.080 |
| Low: |
0.080 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-66.67% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.110 |
| 1M High / 1M Low: |
0.420 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.188 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
521.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
