Goldman Sachs Call 150 ABT 20.03..../  DE000GG4SFF7  /

EUWAX
09/07/2024  11:24:33 Chg.-0.010 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.130EUR -7.14% -
Bid Size: -
-
Ask Size: -
Abbott Laboratories 150.00 USD 20/03/2026 Call
 

Master data

WKN: GG4SFF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 20/03/2026
Issue date: 08/03/2024
Last trading day: 19/03/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 58.93
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.16
Parity: -4.42
Time value: 0.16
Break-even: 140.10
Moneyness: 0.68
Premium: 0.49
Premium p.a.: 0.26
Spread abs.: 0.03
Spread %: 23.08%
Delta: 0.14
Theta: -0.01
Omega: 8.25
Rho: 0.20
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -13.33%
3 Months
  -58.06%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.130
1M High / 1M Low: 0.210 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.135
Avg. volume 1W:   0.000
Avg. price 1M:   0.159
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -