Goldman Sachs Call 150 NOVN 19.12.2025
/ DE000GG1V373
Goldman Sachs Call 150 NOVN 19.12.../ DE000GG1V373 /
06/09/2024 10:17:53 |
Chg.- |
Bid08:48:47 |
Ask08:48:47 |
Underlying |
Strike price |
Expiration date |
Option type |
0.038EUR |
- |
- Bid Size: - |
- Ask Size: - |
NOVARTIS N |
150.00 CHF |
19/12/2025 |
Call |
Master data
WKN: |
GG1V37 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 CHF |
Maturity: |
19/12/2025 |
Issue date: |
08/01/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
118.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.18 |
Parity: |
-5.57 |
Time value: |
0.09 |
Break-even: |
161.12 |
Moneyness: |
0.65 |
Premium: |
0.54 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.05 |
Spread %: |
131.58% |
Delta: |
0.08 |
Theta: |
0.00 |
Omega: |
9.66 |
Rho: |
0.10 |
Quote data
Open: |
0.038 |
High: |
0.038 |
Low: |
0.038 |
Previous Close: |
0.040 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.63% |
1 Month |
|
|
-11.63% |
3 Months |
|
|
+8.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.043 |
0.038 |
1M High / 1M Low: |
0.043 |
0.035 |
6M High / 6M Low: |
0.050 |
0.016 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.041 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.040 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.033 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.52% |
Volatility 6M: |
|
194.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |