Goldman Sachs Call 900 Novo-Nordisk AS 19.07.2024
/ DE000GG6SV55
Goldman Sachs Call 900 Novo-Nordi.../ DE000GG6SV55 /
| 7/10/2024 11:19:28 AM |
Chg.-0.11 |
Bid7:57:52 PM |
Ask7:57:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.92EUR |
-10.68% |
1.06
Bid Size: 5,000 |
-
Ask Size: - |
- |
900.00 DKK |
7/19/2024 |
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: |
7/19/2024 |
| Issue date: |
4/18/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.33 |
| Parity: |
0.87 |
| Time value: |
0.21 |
| Break-even: |
131.44 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.10 |
| Spread %: |
10.20% |
| Delta: |
0.76 |
| Theta: |
-0.24 |
| Omega: |
9.13 |
| Rho: |
0.02 |
Quote data
| Open: |
0.92 |
| High: |
0.92 |
| Low: |
0.92 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.60% |
| 1 Month |
|
|
-31.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
0.91 |
| 1M High / 1M Low: |
1.44 |
0.91 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
