Ledger Nano S - trustworthy?

I finally received my Ledger Nano S hard wallet today after a very long wait.
It looks genuine, came sealed. But, how do I know I can trust this device with my word list? That it won’t be transmitted back to ledger.com for them to help themselves to my Bitcoin at some stage in the future? Is the software open source? Do we know it doesn’t contain code to save and send these words?
I’m feeling a little nervous about this as you can tell. Especially as the delivery of the device took so long and the support was less than professional.