Goldman Sachs Call 170 ABT 18.06..../  DE000GG4SF16  /

EUWAX
02/08/2024  10:36:40 Chg.+0.030 Bid02/08/2024 Ask02/08/2024 Underlying Strike price Expiration date Option type
0.120EUR +33.33% 0.120
Bid Size: 10,000
-
Ask Size: -
Abbott Laboratories 170.00 USD 18/06/2026 Call
 

Master data

WKN: GG4SF1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 170.00 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: 82.35
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.17
Parity: -5.55
Time value: 0.12
Break-even: 158.85
Moneyness: 0.65
Premium: 0.56
Premium p.a.: 0.27
Spread abs.: 0.00
Spread %: 1.64%
Delta: 0.11
Theta: 0.00
Omega: 8.75
Rho: 0.18
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month  
+71.43%
3 Months  
+20.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.080
1M High / 1M Low: 0.110 0.070
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   224.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -