Goldman Sachs Put 360 Novo-Nordis.../  DE000GB1DHP5  /

EUWAX
11/13/2019  11:45:00 AM Chg.- Bid6:52:28 PM Ask6:52:28 PM Underlying Strike price Expiration date Option type
0.020EUR - 0.010
Bid Size: 11,000
0.710
Ask Size: 11,000
- 360.00 DKK 11/15/2019 Put

Master data

WKN: GB1DHP
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 360.00 DKK
Maturity: 11/15/2019
Issue date: 8/23/2019
Last trading day: 11/14/2019
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -100.38
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.81
Historic volatility: 0.21
Parity: -4.12
Time value: 0.52
Break-even: 47.65
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 0.00
Spread abs.: 0.50
Spread %: 95.97%
Delta: -0.18
Theta: -0.67
Omega: -18.47
Rho: 0.00
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -80.00%
1 Month
  -99.01%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.100 0.020
1M High / 1M Low: 2.040 0.020
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.836
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   511.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -