Goldman Sachs Call 120 ABT 20.09..../  DE000GG0YGY2  /

EUWAX
7/9/2024  10:22:51 AM Chg.-0.005 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.034EUR -12.82% -
Bid Size: -
-
Ask Size: -
Abbott Laboratories 120.00 USD 9/20/2024 Call
 

Master data

WKN: GG0YGY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 9/20/2024
Issue date: 12/13/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 177.90
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.16
Parity: -1.65
Time value: 0.05
Break-even: 111.33
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 1.29
Spread abs.: 0.02
Spread %: 60.61%
Delta: 0.11
Theta: -0.01
Omega: 18.69
Rho: 0.02
 

Quote data

Open: 0.034
High: 0.034
Low: 0.034
Previous Close: 0.039
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month
  -30.61%
3 Months
  -88.28%
YTD
  -91.90%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.035
1M High / 1M Low: 0.100 0.035
6M High / 6M Low: 0.840 0.031
High (YTD): 3/8/2024 0.840
Low (YTD): 5/30/2024 0.031
52W High: - -
52W Low: - -
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.051
Avg. volume 1M:   0.000
Avg. price 6M:   0.315
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   300.51%
Volatility 6M:   254.22%
Volatility 1Y:   -
Volatility 3Y:   -