Goldman Sachs Call 120 ABT 15.11.2024
/ DE000GG9XET0
Goldman Sachs Call 120 ABT 15.11..../ DE000GG9XET0 /
| 7/16/2024 9:39:19 AM |
Chg.-0.020 |
Bid4:51:26 PM |
Ask4:51:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-18.18% |
0.087
Bid Size: 30,000 |
0.097
Ask Size: 30,000 |
Abbott Laboratories |
120.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
GG9XET |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Abbott Laboratories |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
6/21/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
88.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
-1.56 |
| Time value: |
0.11 |
| Break-even: |
111.18 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.02 |
| Spread %: |
22.99% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
14.69 |
| Rho: |
0.05 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| 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: |
0.120 |
0.080 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.100 |
| 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: |
|
- |
