Goldman Sachs Call 900 Novo-Nordisk AS 19.07.2024
/ DE000GG6SV55
Goldman Sachs Call 900 Novo-Nordi.../ DE000GG6SV55 /
| 2024-06-25 9:20:00 AM |
Chg.0.00 |
Bid5:18:00 PM |
Ask5:18:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.30EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
- |
900.00 DKK |
2024-07-19 |
Call |
Master data
| WKN: |
GG6SV5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
900.00 DKK |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-18 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.33 |
| Parity: |
1.17 |
| Time value: |
0.17 |
| Break-even: |
134.06 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.07 |
| Spread %: |
5.51% |
| Delta: |
0.83 |
| Theta: |
-0.08 |
| Omega: |
8.18 |
| Rho: |
0.06 |
Quote data
| Open: |
1.30 |
| High: |
1.30 |
| Low: |
1.30 |
| Previous Close: |
1.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.17% |
| 1 Month |
|
|
+51.16% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.17 |
| 1M High / 1M Low: |
1.35 |
0.57 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
