Goldman Sachs Put 360 Novo-Nordis.../  DE000GB1DHQ3  /

EUWAX
11/21/2019  4:46:55 PM Chg.+0.630 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
1.140EUR +123.53% 1.000
Bid Size: 3,300
1.200
Ask Size: 3,300
- 360.00 DKK 12/20/2019 Put

Master data

WKN: GB1DHQ
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 360.00 DKK
Maturity: 12/20/2019
Issue date: 8/23/2019
Last trading day: 12/19/2019
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -82.96
Leverage: Yes

Calculated values

Fair value: 1.39
Intrinsic value: 0.00
Implied volatility: 0.06
Historic volatility: 0.21
Parity: -1.36
Time value: 0.60
Break-even: 47.57
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.63
Spread abs.: 0.20
Spread %: 33.50%
Delta: -0.68
Theta: -0.05
Omega: -56.52
Rho: -0.03
 

Quote data

Open: 1.050
High: 1.140
Low: 1.050
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+307.14%
1 Month
  -56.49%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.510 0.280
1M High / 1M Low: 2.110 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.372
Avg. volume 1W:   0.000
Avg. price 1M:   0.949
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   310.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -