Goldman Sachs Put 300 Novo-Nordis.../  DE000GA62VS0  /

EUWAX
11/19/2019  10:43:37 AM Chg.- Bid9:34:24 AM Ask9:34:24 AM Underlying Strike price Expiration date Option type
0.040EUR - 0.050
Bid Size: 11,000
0.120
Ask Size: 11,000
- 300.00 DKK 12/20/2019 Put

Master data

WKN: GA62VS
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 300.00 DKK
Maturity: 12/20/2019
Issue date: 5/16/2019
Last trading day: 12/19/2019
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -98.78
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.21
Parity: -11.02
Time value: 0.52
Break-even: 39.63
Moneyness: 0.78
Premium: 0.23
Premium p.a.: 9.96
Spread abs.: 0.50
Spread %: 96.53%
Delta: -0.11
Theta: -0.04
Omega: -10.75
Rho: -0.01
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.030
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month
  -87.10%
3 Months
  -94.12%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.040 0.024
1M High / 1M Low: 0.210 0.024
6M High / 6M Low: 2.160 0.024
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.095
Avg. volume 1M:   0.000
Avg. price 6M:   0.915
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   325.53%
Volatility 6M:   243.42%
Volatility 1Y:   -
Volatility 3Y:   -