Goldman Sachs Call 150 ABT 20.06..../  DE000GG4SF57  /

EUWAX
11/15/2024  10:52:32 AM Chg.-0.010 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.050EUR -16.67% -
Bid Size: -
-
Ask Size: -
Abbott Laboratories 150.00 USD 6/20/2025 Call
 

Master data

WKN: GG4SF5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 6/20/2025
Issue date: 3/8/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 145.66
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.17
Parity: -3.32
Time value: 0.08
Break-even: 143.20
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 0.58
Spread abs.: 0.02
Spread %: 36.36%
Delta: 0.09
Theta: -0.01
Omega: 13.27
Rho: 0.05
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.96%
1 Month
  -25.37%
3 Months
  -28.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.051
1M High / 1M Low: 0.100 0.043
6M High / 6M Low: 0.100 0.037
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.063
Avg. volume 1M:   0.000
Avg. price 6M:   0.058
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   406.23%
Volatility 6M:   249.94%
Volatility 1Y:   -
Volatility 3Y:   -