Goldman Sachs Call 150 ABT 18.06..../  DE000GG4SHJ5  /

EUWAX
2024-08-02  10:36:44 AM Chg.+0.080 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.300EUR +36.36% -
Bid Size: -
-
Ask Size: -
Abbott Laboratories 150.00 USD 2026-06-18 Call
 

Master data

WKN: GG4SHJ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2026-06-18
Issue date: 2024-03-08
Last trading day: 2026-06-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.54
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -3.55
Time value: 0.33
Break-even: 140.82
Moneyness: 0.74
Premium: 0.38
Premium p.a.: 0.19
Spread abs.: -0.02
Spread %: -4.57%
Delta: 0.24
Theta: -0.01
Omega: 7.19
Rho: 0.39
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+66.67%
3 Months  
+7.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.180
1M High / 1M Low: 0.300 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
Avg. price 1M:   0.199
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   248.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -