Goldman Sachs Call 100 NOVN 19.12.2025
/ DE000GG1NDS2
Goldman Sachs Call 100 NOVN 19.12.../ DE000GG1NDS2 /
| 7/9/2024 11:29:11 AM |
Chg.+0.020 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+3.08% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
100.00 CHF |
12/19/2025 |
Call |
Master data
| WKN: |
GG1NDS |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 CHF |
| Maturity: |
12/19/2025 |
| Issue date: |
1/3/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.19 |
| Parity: |
-0.35 |
| Time value: |
0.70 |
| Break-even: |
109.94 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.08 |
| Spread %: |
12.90% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
8.21 |
| Rho: |
0.73 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.56% |
| 1 Month |
|
|
+13.56% |
| 3 Months |
|
|
+131.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.590 |
| 1M High / 1M Low: |
0.650 |
0.510 |
| 6M High / 6M Low: |
0.650 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.572 |
| Avg. volume 1M: |
|
600 |
| Avg. price 6M: |
|
0.419 |
| Avg. volume 6M: |
|
216.192 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.86% |
| Volatility 6M: |
|
138.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
