Goldman Sachs Call 100 NOVN 20.12.2024
/ DE000GG5ET56
Goldman Sachs Call 100 NOVN 20.12.../ DE000GG5ET56 /
10/11/2024 2:54:03 PM |
Chg.-0.030 |
Bid7:24:26 PM |
Ask7:24:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
-9.09% |
0.340 Bid Size: 10,000 |
0.370 Ask Size: 10,000 |
NOVARTIS N |
100.00 CHF |
12/20/2024 |
Call |
Master data
WKN: |
GG5ET5 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 CHF |
Maturity: |
12/20/2024 |
Issue date: |
3/20/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
29.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.18 |
Parity: |
-0.21 |
Time value: |
0.36 |
Break-even: |
110.35 |
Moneyness: |
0.98 |
Premium: |
0.05 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.03 |
Spread %: |
9.20% |
Delta: |
0.47 |
Theta: |
-0.03 |
Omega: |
13.72 |
Rho: |
0.09 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.300 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+30.43% |
1 Month |
|
|
-3.23% |
3 Months |
|
|
-38.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.240 |
1M High / 1M Low: |
0.330 |
0.210 |
6M High / 6M Low: |
0.550 |
0.090 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.276 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.275 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.286 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
147.91% |
Volatility 6M: |
|
239.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |