Goldman Sachs Call 98 NOVN/  DE000GJ5F4E6  /

EUWAX
14/11/2024  09:41:55 Chg.- Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -
-
Ask Size: -
NOVARTIS N 98.00 CHF 15/11/2024 Call
 

Master data

WKN: GJ5F4E
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 98.00 CHF
Maturity: 15/11/2024
Issue date: 16/10/2024
Last trading day: 14/11/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 466.19
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.96
Historic volatility: 0.18
Parity: -0.68
Time value: 0.02
Break-even: 104.93
Moneyness: 0.93
Premium: 0.07
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 2,000.00%
Delta: 0.09
Theta: -0.41
Omega: 43.66
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
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:   -