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Goldman Sachs Put 400 NOC 17.01.2.../  DE000GQ79574  /

EUWAX
2024-06-07  10:50:52 AM Chg.-0.010 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.090EUR -10.00% -
Bid Size: -		 -
Ask Size: -		 Northrop Grumman Cor... 400.00 USD 2025-01-17 Put
 

Master data

WKN: GQ7957
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Northrop Grumman Corp Holding Co
Type: Warrant
Option type: Put
Strike price: 400.00 USD
Maturity: 2025-01-17
Issue date: 2023-10-13
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -37.37
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -0.37
Time value: 0.11
Break-even: 359.42
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 10.10%
Delta: -0.23
Theta: -0.04
Omega: -8.60
Rho: -0.64
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month  
+26.76%
3 Months
  -25.00%
YTD
  -30.77%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.082
1M High / 1M Low: 0.100 0.060
6M High / 6M Low: 0.180 0.060
High (YTD): 2024-01-26 0.180
Low (YTD): 2024-05-23 0.060
52W High: - -
52W Low: - -
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.113
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.98%
Volatility 6M:   138.59%
Volatility 1Y:   -
Volatility 3Y:   -