Goldman Sachs Call 140 NOVN 20.12.2024
/ DE000GG5EN60
Goldman Sachs Call 140 NOVN 20.12.../ DE000GG5EN60 /
2024-09-25 10:19:50 AM |
Chg.- |
Bid10:16:43 AM |
Ask10:16:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.003EUR |
- |
0.002 Bid Size: 10,000 |
0.052 Ask Size: 10,000 |
NOVARTIS N |
140.00 CHF |
2024-12-20 |
Call |
Master data
WKN: |
GG5EN6 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 CHF |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-20 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
196.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.18 |
Parity: |
-4.38 |
Time value: |
0.05 |
Break-even: |
148.41 |
Moneyness: |
0.70 |
Premium: |
0.43 |
Premium p.a.: |
3.59 |
Spread abs.: |
0.05 |
Spread %: |
2,550.00% |
Delta: |
0.06 |
Theta: |
-0.02 |
Omega: |
12.02 |
Rho: |
0.01 |
Quote data
Open: |
0.003 |
High: |
0.003 |
Low: |
0.003 |
Previous Close: |
0.002 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-40.00% |
3 Months |
|
|
-72.73% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.003 |
0.002 |
1M High / 1M Low: |
0.007 |
0.002 |
6M High / 6M Low: |
0.015 |
0.002 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.003 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.004 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.008 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
330.72% |
Volatility 6M: |
|
209.54% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |