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

EUWAX
11/19/2019  1:59:35 PM Chg.- Bid9:59:43 PM Ask9:59:43 PM Underlying Strike price Expiration date Option type
0.380EUR - 0.390
Bid Size: 11,000
0.590
Ask Size: 11,000
- 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: -124.50
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.21
Parity: -2.99
Time value: 0.41
Break-even: 47.77
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 1.13
Spread abs.: 0.20
Spread %: 48.66%
Delta: -0.29
Theta: -0.03
Omega: -36.63
Rho: -0.01
 

Quote data

Open: 0.390
High: 0.390
Low: 0.380
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.71%
1 Month
  -85.50%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.380 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:   0.315
Avg. volume 1W:   0.000
Avg. price 1M:   0.971
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   284.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -