Goldman Sachs Call 160 ABT 16.01..../  DE000GG4SHY4  /

EUWAX
08/11/2024  18:27:40 Chg.-0.060 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.100EUR -37.50% -
Bid Size: -
-
Ask Size: -
Abbott Laboratories 160.00 USD 16/01/2026 Call
 

Master data

WKN: GG4SHY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 160.00 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: 79.99
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -4.05
Time value: 0.14
Break-even: 150.65
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 0.32
Spread abs.: 0.03
Spread %: 28.30%
Delta: 0.12
Theta: -0.01
Omega: 9.97
Rho: 0.14
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month     0.00%
3 Months
  -16.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.100
1M High / 1M Low: 0.160 0.084
6M High / 6M Low: 0.160 0.059
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.110
Avg. volume 1M:   0.000
Avg. price 6M:   0.094
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   242.44%
Volatility 6M:   202.06%
Volatility 1Y:   -
Volatility 3Y:   -