Goldman Sachs Call 95 NOVN 21.02..../  DE000GJ7CU24  /

EUWAX
2024-12-20  9:48:23 AM Chg.-0.016 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.063EUR -20.25% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 95.00 CHF 2025-02-21 Call
 

Master data

WKN: GJ7CU2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 95.00 CHF
Maturity: 2025-02-21
Issue date: 2024-11-25
Last trading day: 2025-02-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 91.25
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.18
Parity: -0.89
Time value: 0.10
Break-even: 103.01
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.82
Spread abs.: 0.03
Spread %: 41.67%
Delta: 0.21
Theta: -0.02
Omega: 18.74
Rho: 0.03
 

Quote data

Open: 0.063
High: 0.063
Low: 0.063
Previous Close: 0.079
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.089 0.063
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
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:   -