Goldman Sachs Put 330 Novo-Nordis.../  DE000GA62WC2  /

EUWAX
11/19/2019  10:43:38 AM Chg.+0.040 Bid4:59:30 PM Ask4:59:30 PM Underlying Strike price Expiration date Option type
0.110EUR +57.14% 0.100
Bid Size: 11,000
0.400
Ask Size: 11,000
- 330.00 DKK 12/20/2019 Put

Master data

WKN: GA62WC
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 330.00 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: -148.32
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.21
Parity: -7.01
Time value: 0.35
Break-even: 43.82
Moneyness: 0.86
Premium: 0.14
Premium p.a.: 3.86
Spread abs.: 0.30
Spread %: 86.96%
Delta: -0.13
Theta: -0.03
Omega: -19.04
Rho: -0.01
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month
  -88.78%
3 Months
  -93.96%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.100 0.070
1M High / 1M Low: 0.700 0.070
6M High / 6M Low: 4.300 0.070
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.304
Avg. volume 1M:   0.000
Avg. price 6M:   2.064
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.26%
Volatility 6M:   213.61%
Volatility 1Y:   -
Volatility 3Y:   -