OverviewChartNewsTraderScreen

Goldman Sachs Call 100 ABT 20.09..../  DE000GG0YGU0  /

EUWAX
2024-07-08  12:57:24 PM Chg.+0.070 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.620EUR +12.73% -
Bid Size: -		 -
Ask Size: -		 Abbott Laboratories 100.00 USD 2024-09-20 Call
 

Master data

WKN: GG0YGU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2024-09-20
Issue date: 2023-12-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.98
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.37
Implied volatility: 0.29
Historic volatility: 0.16
Parity: 0.37
Time value: 0.37
Break-even: 99.77
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.20
Spread abs.: 0.20
Spread %: 37.04%
Delta: 0.66
Theta: -0.04
Omega: 8.62
Rho: 0.11
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.06%
1 Month
  -13.89%
3 Months
  -55.40%
YTD
  -56.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.550
1M High / 1M Low: 0.960 0.550
6M High / 6M Low: 2.210 0.530
High (YTD): 2024-03-08 2.210
Low (YTD): 2024-05-30 0.530
52W High: - -
52W Low: - -
Avg. price 1W:   0.608
Avg. volume 1W:   0.000
Avg. price 1M:   0.718
Avg. volume 1M:   0.000
Avg. price 6M:   1.294
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.28%
Volatility 6M:   125.67%
Volatility 1Y:   -
Volatility 3Y:   -