Goldman Sachs Call 125 ABT 20.12..../  DE000GJ5TFF9  /

EUWAX
2024-11-12  5:29:29 PM Chg.+0.002 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.050EUR +4.17% -
Bid Size: -
-
Ask Size: -
Abbott Laboratories 125.00 USD 2024-12-20 Call
 

Master data

WKN: GJ5TFF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 125.00 USD
Maturity: 2024-12-20
Issue date: 2024-10-23
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 154.28
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -0.77
Time value: 0.07
Break-even: 117.94
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 1.03
Spread abs.: 0.02
Spread %: 39.22%
Delta: 0.18
Theta: -0.03
Omega: 27.86
Rho: 0.02
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.048
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.030
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.087
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:   -