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

EUWAX
11/15/2019  4:53:53 PM Chg.+0.001 Bid9:54:59 PM Ask9:54:59 PM Underlying Strike price Expiration date Option type
0.025EUR +4.17% 0.020
Bid Size: 11,000
0.320
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: -161.42
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.21
Parity: -11.99
Time value: 0.32
Break-even: 39.82
Moneyness: 0.77
Premium: 0.24
Premium p.a.: 8.74
Spread abs.: 0.30
Spread %: 92.88%
Delta: -0.08
Theta: -0.02
Omega: -12.63
Rho: 0.00
 

Quote data

Open: 0.025
High: 0.025
Low: 0.025
Previous Close: 0.024
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -58.33%
1 Month
  -91.38%
3 Months
  -96.62%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.050 0.024
1M High / 1M Low: 0.310 0.024
6M High / 6M Low: 2.340 0.024
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   0.953
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   287.30%
Volatility 6M:   236.55%
Volatility 1Y:   -
Volatility 3Y:   -