Goldman Sachs Call 1100 Novo-Nordisk AS 20.12.2024
/ DE000GG1FZ10
Goldman Sachs Call 1100 Novo-Nord.../ DE000GG1FZ10 /
2024-09-11 10:23:20 AM |
Chg.0.000 |
Bid5:55:12 PM |
Ask5:55:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
- |
1,100.00 DKK |
2024-12-20 |
Call |
Master data
WKN: |
GG1FZ1 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,100.00 DKK |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-22 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
65.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.33 |
Parity: |
-3.03 |
Time value: |
0.18 |
Break-even: |
149.20 |
Moneyness: |
0.79 |
Premium: |
0.27 |
Premium p.a.: |
1.42 |
Spread abs.: |
0.03 |
Spread %: |
20.13% |
Delta: |
0.16 |
Theta: |
-0.03 |
Omega: |
10.37 |
Rho: |
0.05 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.160 |
Previous Close: |
0.160 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.81% |
1 Month |
|
|
-30.43% |
3 Months |
|
|
-78.08% |
YTD |
|
|
-33.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.160 |
1M High / 1M Low: |
0.310 |
0.160 |
6M High / 6M Low: |
0.900 |
0.150 |
High (YTD): |
2024-03-14 |
0.900 |
Low (YTD): |
2024-08-08 |
0.150 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.184 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.242 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.483 |
Avg. volume 6M: |
|
50.794 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
220.53% |
Volatility 6M: |
|
196.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |