Goldman Sachs Call 160 ABT 18.06..../  DE000GG4SHG1  /

EUWAX
15/11/2024  10:52:36 Chg.-0.020 Bid22:00:25 Ask22:00:25 Underlying Strike price Expiration date Option type
0.170EUR -10.53% -
Bid Size: -
-
Ask Size: -
Abbott Laboratories 160.00 USD 18/06/2026 Call
 

Master data

WKN: GG4SHG
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 18/06/2026
Issue date: 08/03/2024
Last trading day: 17/06/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 52.77
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -4.27
Time value: 0.21
Break-even: 154.02
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 16.95%
Delta: 0.16
Theta: -0.01
Omega: 8.45
Rho: 0.25
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month
  -19.05%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.190
1M High / 1M Low: 0.280 0.160
6M High / 6M Low: 0.280 0.100
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.196
Avg. volume 1W:   0.000
Avg. price 1M:   0.201
Avg. volume 1M:   0.000
Avg. price 6M:   0.160
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   234.49%
Volatility 6M:   185.54%
Volatility 1Y:   -
Volatility 3Y:   -