Goldman Sachs Put 100 ABT 17.01.2025
/ DE000GG8ELD1
Goldman Sachs Put 100 ABT 17.01.2.../ DE000GG8ELD1 /
9/9/2024 10:58:10 AM |
Chg.0.000 |
Bid3:56:53 PM |
Ask3:56:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
0.00% |
0.120 Bid Size: 30,000 |
0.130 Ask Size: 30,000 |
Abbott Laboratories |
100.00 USD |
1/17/2025 |
Put |
Master data
WKN: |
GG8ELD |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Abbott Laboratories |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
5/22/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-61.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.17 |
Parity: |
-1.25 |
Time value: |
0.17 |
Break-even: |
88.54 |
Moneyness: |
0.88 |
Premium: |
0.14 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.02 |
Spread %: |
13.70% |
Delta: |
-0.17 |
Theta: |
-0.01 |
Omega: |
-10.56 |
Rho: |
-0.07 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.150 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.00% |
1 Month |
|
|
-46.43% |
3 Months |
|
|
-60.53% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.110 |
1M High / 1M Low: |
0.280 |
0.110 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.122 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.175 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
198.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |