Goldman Sachs Call 140 NOVN 21.03.2025
/ DE000GG5HKP6
Goldman Sachs Call 140 NOVN 21.03.../ DE000GG5HKP6 /
| 2024-09-26 11:14:47 AM |
Chg.0.000 |
Bid3:00:32 PM |
Ask3:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.009EUR |
0.00% |
0.010
Bid Size: 30,000 |
0.030
Ask Size: 30,000 |
NOVARTIS N |
140.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
GG5HKP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
176.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
-4.38 |
| Time value: |
0.06 |
| Break-even: |
148.47 |
| Moneyness: |
0.70 |
| Premium: |
0.43 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
0.05 |
| Spread %: |
637.50% |
| Delta: |
0.07 |
| Theta: |
-0.01 |
| Omega: |
11.81 |
| Rho: |
0.03 |
Quote data
| Open: |
0.009 |
| High: |
0.009 |
| Low: |
0.009 |
| Previous Close: |
0.009 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-43.75% |
| 3 Months |
|
|
-55.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.010 |
0.008 |
| 1M High / 1M Low: |
0.017 |
0.008 |
| 6M High / 6M Low: |
0.025 |
0.008 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.009 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.013 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.016 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.43% |
| Volatility 6M: |
|
190.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
