Goldman Sachs Call 100 ABT 20.09.2024
/ DE000GG0YGU0
Goldman Sachs Call 100 ABT 20.09..../ DE000GG0YGU0 /
| 06/09/2024 10:11:30 |
Chg.-0.20 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
-14.93% |
-
Bid Size: - |
-
Ask Size: - |
Abbott Laboratories |
100.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
13/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.17 |
| Parity: |
1.25 |
| Time value: |
0.05 |
| Break-even: |
103.21 |
| Moneyness: |
1.14 |
| Premium: |
0.00 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
2.36% |
| Delta: |
0.92 |
| Theta: |
-0.07 |
| Omega: |
7.26 |
| Rho: |
0.03 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.20% |
| 1 Month |
|
|
+9.62% |
| 3 Months |
|
|
+58.33% |
| YTD |
|
|
-20.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.14 |
| 1M High / 1M Low: |
1.40 |
0.82 |
| 6M High / 6M Low: |
2.21 |
0.31 |
| High (YTD): |
08/03/2024 |
2.21 |
| Low (YTD): |
29/07/2024 |
0.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.97% |
| Volatility 6M: |
|
233.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
