Goldman Sachs Put 90 NOVN 20.09.2024
/ DE000GQ72RQ7
Goldman Sachs Put 90 NOVN 20.09.2.../ DE000GQ72RQ7 /
| 2024-05-03 11:35:23 AM |
Chg.+0.050 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+12.82% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
90.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
GQ72RQ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.19 |
| Parity: |
0.26 |
| Time value: |
0.23 |
| Break-even: |
87.50 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
6.52% |
| Delta: |
-0.52 |
| Theta: |
-0.01 |
| Omega: |
-9.58 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
-26.67% |
| 3 Months |
|
|
-21.43% |
| YTD |
|
|
-56.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.390 |
| 1M High / 1M Low: |
0.750 |
0.320 |
| 6M High / 6M Low: |
1.060 |
0.320 |
| High (YTD): |
2024-01-02 |
0.970 |
| Low (YTD): |
2024-04-23 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.425 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.549 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.682 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.71% |
| Volatility 6M: |
|
140.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
