Goldman Sachs Call 80 NOVN 21.03.2025
/ DE000GG5LM05
Goldman Sachs Call 80 NOVN 21.03..../ DE000GG5LM05 /
| 8/2/2024 9:59:45 AM |
Chg.-0.08 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.94EUR |
-3.96% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
80.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
GG5LM0 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
3/22/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.18 |
| Parity: |
1.53 |
| Time value: |
0.61 |
| Break-even: |
106.82 |
| Moneyness: |
1.18 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
2.39% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
3.69 |
| Rho: |
0.36 |
Quote data
| Open: |
1.94 |
| High: |
1.94 |
| Low: |
1.94 |
| Previous Close: |
2.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.30% |
| 1 Month |
|
|
+7.78% |
| 3 Months |
|
|
+61.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
1.94 |
| 1M High / 1M Low: |
2.24 |
1.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
