Goldman Sachs Call 170 ABT 16.01..../  DE000GG4SHZ1  /

EUWAX
8/15/2024  11:27:18 AM Chg.0.000 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.070EUR 0.00% -
Bid Size: -
-
Ask Size: -
Abbott Laboratories 170.00 USD 1/16/2026 Call
 

Master data

WKN: GG4SHZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 1/16/2026
Issue date: 3/8/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 90.72
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.17
Parity: -5.46
Time value: 0.11
Break-even: 155.48
Moneyness: 0.65
Premium: 0.56
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 37.50%
Delta: 0.10
Theta: -0.01
Omega: 8.80
Rho: 0.12
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month  
+40.00%
3 Months  
+45.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.070
1M High / 1M Low: 0.100 0.040
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.068
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   267.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -