Goldman Sachs Put 320 Novo-Nordis.../  DE000GA62W68  /

EUWAX
11/20/2019  1:19:15 PM Chg.+0.020 Bid8:47:25 PM Ask8:47:25 PM Underlying Strike price Expiration date Option type
0.090EUR +28.57% 0.140
Bid Size: 11,000
0.440
Ask Size: 11,000
- 320.00 DKK 12/20/2019 Put

Master data

WKN: GA62W6
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 320.00 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: -137.18
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.21
Parity: -8.76
Time value: 0.38
Break-even: 42.45
Moneyness: 0.83
Premium: 0.18
Premium p.a.: 6.27
Spread abs.: 0.30
Spread %: 79.79%
Delta: -0.11
Theta: -0.03
Omega: -15.22
Rho: -0.01
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+80.00%
1 Month
  -86.57%
3 Months
  -92.74%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.070 0.050
1M High / 1M Low: 0.470 0.050
6M High / 6M Low: 3.480 0.050
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.198
Avg. volume 1M:   0.000
Avg. price 6M:   1.586
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   297.98%
Volatility 6M:   228.19%
Volatility 1Y:   -
Volatility 3Y:   -