Goldman Sachs Call 600 Novo-Nordisk AS 20.09.2024
/ DE000GG12E16
Goldman Sachs Call 600 Novo-Nordi.../ DE000GG12E16 /
| 2024-06-28 10:52:25 AM |
Chg.-0.01 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.46EUR |
-0.18% |
-
Bid Size: - |
-
Ask Size: - |
- |
600.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
GG12E1 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 DKK |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.47 |
| Intrinsic value: |
5.40 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.33 |
| Parity: |
5.40 |
| Time value: |
0.22 |
| Break-even: |
136.65 |
| Moneyness: |
1.67 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.10 |
| Spread %: |
1.81% |
| Delta: |
0.94 |
| Theta: |
-0.04 |
| Omega: |
2.25 |
| Rho: |
0.16 |
Quote data
| Open: |
5.46 |
| High: |
5.46 |
| Low: |
5.46 |
| Previous Close: |
5.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.25% |
| 1 Month |
|
|
+27.87% |
| 3 Months |
|
|
+36.50% |
| YTD |
|
|
+175.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.47 |
5.29 |
| 1M High / 1M Low: |
5.47 |
4.27 |
| 6M High / 6M Low: |
5.47 |
1.91 |
| High (YTD): |
2024-06-27 |
5.47 |
| Low (YTD): |
2024-01-02 |
1.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.34% |
| Volatility 6M: |
|
75.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
