Goldman Sachs Put 320 Novo-Nordis.../  DE000GA62W50  /

EUWAX
9/13/2019  10:58:03 AM Chg.- Bid11:16:08 AM Ask11:16:08 AM Underlying Strike price Expiration date Option type
0.270EUR - 0.100
Bid Size: 11,000
0.150
Ask Size: 11,000
- 320.00 DKK 9/20/2019 Put

Master data

WKN: GA62W5
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 320.00 DKK
Maturity: 9/20/2019
Issue date: 5/16/2019
Last trading day: 9/19/2019
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -97.71
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.22
Historic volatility: 0.22
Parity: -3.36
Time value: 0.47
Break-even: 42.38
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 0.00
Spread abs.: 0.20
Spread %: 42.28%
Delta: -0.20
Theta: -0.30
Omega: -19.14
Rho: 0.00
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.39%
1 Month
  -20.59%
3 Months
  -75.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.270 0.190
1M High / 1M Low: 0.350 0.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.230
Avg. volume 1W:   0.000
Avg. price 1M:   0.207
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   642.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -