Goldman Sachs Call 850 Novo-Nordisk AS 18.09.2026
/ DE000GJ64Y08
Goldman Sachs Call 850 Novo-Nordi.../ DE000GJ64Y08 /
11/15/2024 9:14:22 AM |
Chg.-0.14 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.25EUR |
-10.07% |
- Bid Size: - |
- Ask Size: - |
- |
850.00 DKK |
9/18/2026 |
Call |
Master data
WKN: |
GJ64Y0 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
850.00 DKK |
Maturity: |
9/18/2026 |
Issue date: |
11/5/2024 |
Last trading day: |
9/17/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.33 |
Parity: |
-1.86 |
Time value: |
1.26 |
Break-even: |
126.55 |
Moneyness: |
0.84 |
Premium: |
0.33 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.06 |
Spread %: |
5.00% |
Delta: |
0.48 |
Theta: |
-0.02 |
Omega: |
3.65 |
Rho: |
0.61 |
Quote data
Open: |
1.25 |
High: |
1.25 |
Low: |
1.25 |
Previous Close: |
1.39 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.09% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.46 |
1.25 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.37 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |