Goldman Sachs Call 900 Novo-Nordisk AS 19.07.2024
/ DE000GG6SV55
Goldman Sachs Call 900 Novo-Nordi.../ DE000GG6SV55 /
28/06/2024 10:47:27 |
Chg.0.00 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
1.44EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
- |
900.00 DKK |
19/07/2024 |
Call |
Master data
WKN: |
GG6SV5 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
900.00 DKK |
Maturity: |
19/07/2024 |
Issue date: |
18/04/2024 |
Last trading day: |
18/07/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.44 |
Intrinsic value: |
1.38 |
Implied volatility: |
0.56 |
Historic volatility: |
0.33 |
Parity: |
1.38 |
Time value: |
0.21 |
Break-even: |
136.58 |
Moneyness: |
1.11 |
Premium: |
0.02 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.07 |
Spread %: |
4.61% |
Delta: |
0.82 |
Theta: |
-0.12 |
Omega: |
6.93 |
Rho: |
0.05 |
Quote data
Open: |
1.44 |
High: |
1.44 |
Low: |
1.44 |
Previous Close: |
1.44 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.27% |
1 Month |
|
|
+152.63% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.44 |
1.30 |
1M High / 1M Low: |
1.44 |
0.57 |
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: |
|
1.12 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
166.48% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |