Goldman Sachs Call 120 NOVN 19.12.2025
/ DE000GG2S5C1
Goldman Sachs Call 120 NOVN 19.12.../ DE000GG2S5C1 /
| 11/15/2024 10:27:08 AM |
Chg.-0.001 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.058EUR |
-1.69% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
120.00 CHF |
12/19/2025 |
Call |
Master data
| WKN: |
GG2S5C |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 CHF |
| Maturity: |
12/19/2025 |
| Issue date: |
1/22/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
84.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-3.06 |
| Time value: |
0.12 |
| Break-even: |
129.40 |
| Moneyness: |
0.76 |
| Premium: |
0.33 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.05 |
| Spread %: |
75.76% |
| Delta: |
0.13 |
| Theta: |
-0.01 |
| Omega: |
11.03 |
| Rho: |
0.13 |
Quote data
| Open: |
0.058 |
| High: |
0.058 |
| Low: |
0.058 |
| Previous Close: |
0.059 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.77% |
| 1 Month |
|
|
-63.75% |
| 3 Months |
|
|
-65.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.068 |
0.057 |
| 1M High / 1M Low: |
0.160 |
0.057 |
| 6M High / 6M Low: |
0.220 |
0.057 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.145 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.33% |
| Volatility 6M: |
|
126.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
