Goldman Sachs Call 150 ABT 16.01..../  DE000GG4SJ04  /

EUWAX
02/08/2024  10:36:44 Chg.+0.060 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.190EUR +46.15% -
Bid Size: -
-
Ask Size: -
Abbott Laboratories 150.00 USD 16/01/2026 Call
 

Master data

WKN: GG4SJ0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 16/01/2026
Issue date: 08/03/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.81
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -3.55
Time value: 0.24
Break-even: 139.92
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.24
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.19
Theta: -0.01
Omega: 8.12
Rho: 0.25
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.67%
1 Month  
+72.73%
3 Months  
+5.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.110
1M High / 1M Low: 0.190 0.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   254.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -